Global Minimum Variance Portfolios Under Uncertainty: a Robust Optimization Approach

AuthID
P-00R-PM8
3
Author(s)
Caçador, S
·
Tipo de Documento
Article
Year published
2020
Publicado
in Journal of Global Optimization, ISSN: 0925-5001
Volume: 76, Número: 2, Páginas: 267-293
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Publication Identifiers
SCOPUS: 2-s2.0-85079008845
Source Identifiers
ISSN: 0925-5001
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