Robust multiobjective optimization & applications in portfolio optimization-Reference-Cited by-同舟云学术

Robust multiobjective optimization & applications in portfolio optimization

Published:2014-04 Issue:2 Volume:234 Page:422-433
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Fliege Jörg,Werner Ralf

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference51 articles.

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3. Bawa, V. S., Brown, S. J., & Klein, R. W. (1979). Optimal portfolio choice under uncertainty: A Bayesian approach. In: V.S. Bawa, S.J. Brown, R.W. Klein (Eds.), Estimation risk and optimal portfolio choice.

4. Robust optimization;Ben-Tal,2009

5. Robust convex optimization;Ben-Tal;Mathematics of Operations Research,1998

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