Robust portfolio selection based on a joint ellipsoidal uncertainty set
Work
Year: 2009
Type: article
Source: Optimization methods & software
Author Zhaosong Lu
Institution Simon Fraser University
Cites: 26
Cited by: 52
Related to: 10
FWCI: 1.068
Citation percentile (by year/subfield): 92.15
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: closed