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"Robust Portfolio Optimization with Multi-Factor Stochastic Volatility."

Ben-Zhang Yang et al. (2020)

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DOI: 10.1007/S10957-020-01687-W

access: closed

type: Journal Article

metadata version: 2023-03-21

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  - https://dblp.org/rec/journals/jota/YangLMZ20
Ben-Zhang Yang, Xiaoping Lu, Guiyuan Ma, Song-Ping Zhu:
Robust Portfolio Optimization with Multi-Factor Stochastic Volatility. J. Optim. Theory Appl. 186(1): 264-298 (2020)

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