A minimax regret portfolio model based on the investor's utility loss

Sandra Caçador, Pedro Cortesão Godinho, Joana Matos Dias. A minimax regret portfolio model based on the investor's utility loss. Operational Research, 22(1):449-484, 2022. [doi]

Authors

Sandra Caçador

This author has not been identified. Look up 'Sandra Caçador' in Google

Pedro Cortesão Godinho

This author has not been identified. Look up 'Pedro Cortesão Godinho' in Google

Joana Matos Dias

This author has not been identified. Look up 'Joana Matos Dias' in Google