"Global minimum variance portfolios under uncertainty: a robust ..."

Sandra Caçador, Joana Matos Dias, Pedro Godinho (2020)

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DOI: 10.1007/S10898-019-00859-X

access: closed

type: Journal Article

metadata version: 2021-04-09

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Sandra Caçador, Joana Matos Dias, Pedro Godinho:
Global minimum variance portfolios under uncertainty: a robust optimization approach. J. Glob. Optim. 76(2): 267-293 (2020)

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