Robust reward–risk ratio portfolio optimization-Reference-Cited by-同舟云学术

Robust reward–risk ratio portfolio optimization

Published:2019-03-18 Issue:4 Volume:28 Page:2169-2190
ISSN:0969-6016
Container-title:International Transactions in Operational Research
language:en
Short-container-title:Intl. Trans. in Op. Res.

Author:

Sehgal Ruchika¹^ORCID,Mehra Aparna¹

Affiliation:

1. Department of Mathematics Indian Institute of Technology Hauz Khas New Delhi 110016 India

Publisher

Wiley

Subject

Management of Technology and Innovation,Management Science and Operations Research,Strategy and Management,Computer Science Applications,Business and International Management

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/itor.12652

Reference51 articles.

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5. Different approaches to risk estimation in portfolio theory;Biglova A.;The Journal of Portfolio Management,2004

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