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Robust Optimization of Currency Portfolios
AuthID
P-015-7GP
4
Author(s)
Fonseca R.J.
·
Zymler S.
·
Wiesemann W.
·
Rustem B.
Document Type
Article
Year published
2011
Published
in
Journal of Computational Finance,
ISSN: 14601559
Volume: 15, Issue: 1, Pages: 3-30 (27)
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Scopus
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Publication Identifiers
DOI
:
10.21314/jcf.2011.227
SCOPUS
: 2-s2.0-79958784193
Source Identifiers
ISSN
: 14601559
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