BibTeX record journals/orl/HuangFF07

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@article{DBLP:journals/orl/HuangFF07,
  author       = {Dashan Huang and
                  Frank J. Fabozzi and
                  Masao Fukushima},
  title        = {Robust portfolio selection with uncertain exit time using worst-case
                  VaR strategy},
  journal      = {Oper. Res. Lett.},
  volume       = {35},
  number       = {5},
  pages        = {627--635},
  year         = {2007},
  url          = {https://doi.org/10.1016/j.orl.2006.10.005},
  doi          = {10.1016/J.ORL.2006.10.005},
  timestamp    = {Fri, 30 Nov 2018 13:23:27 +0100},
  biburl       = {https://dblp.org/rec/journals/orl/HuangFF07.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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