Author:
Ceria Sebastián,Stubbs Robert A.
Publisher
Springer International Publishing
Reference19 articles.
1. Ben-Tal, A. and Nemirovski, A. S. (1997) ‘Robust Truss Topology Design via Semidefinite Programming’, SIAM Journal on Optimization, 7(4): 991–1016.
2. Best, M.J. and Grauer, R. R. (1991) ‘On the Sensitivity of Mean-variance Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results’, Review of Financial Studies, 4(2); 315–342.
3. Black, F. and Litterman, R. (1990) ‘Asset Allocation: Combining Investors’ Views with Market Equilibrium’, Technical report, Goldman, Sachs, Fixed Income Research, September.
4. Broadie, M. (1993) ‘Computing Efficient Frontiers using Estimated Parameters’, Annals of Operations Research: Special Issue on Financial Engineering, 45; 21–58.
5. Cavadini, H., Sbuelz, A. and Trojani, F. (2002) ‘A Simplified Way of Incorporating Model Risk, Estimation Risk, and Robustness in Mean Variance Portfolio Management’, Technical Report, University of Southern Switzerland.
Cited by
9 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献