Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Realized performance of robust portfolios: Worst-case Omega vs. ..."

Jing-Rung Yu et al. (2019)

> Home

Details and statistics

DOI: 10.1016/J.COR.2018.12.004

access: closed

type: Journal Article

metadata version: 2020-02-18

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cor/YuCLC19
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cor/YuCLC19
Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Tsao-Yuan Chuang:
Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models. Comput. Oper. Res. 104: 239-255 (2019)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.