Adjusted robust mean-value-at-risk model: less conservative robust portfolios
Work
Year: 2016
Type: article
Source: Optimization and Engineering
Institution University of Guilan
Cites: 25
Cited by: 14
Related to: 10
FWCI: 0.822
Citation percentile (by year/subfield): 77.27
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed