"Robustness to Dependency in Portfolio Optimization Using Overlapping ..."

Xuan Vinh Doan, Xiaobo Li, Karthik Natarajan (2015)

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DOI: 10.1287/OPRE.2015.1424

access: closed

type: Journal Article

metadata version: 2020-03-31

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Xuan Vinh Doan, Xiaobo Li, Karthik Natarajan:
Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals. Oper. Res. 63(6): 1468-1488 (2015)

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