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]
@article{CacadorGD22,
title = {A minimax regret portfolio model based on the investor's utility loss},
author = {Sandra Caçador and Pedro Cortesão Godinho and Joana Matos Dias},
year = {2022},
doi = {10.1007/s12351-020-00550-0},
url = {https://doi.org/10.1007/s12351-020-00550-0},
researchr = {https://researchr.org/publication/CacadorGD22},
cites = {0},
citedby = {0},
journal = {Operational Research},
volume = {22},
number = {1},
pages = {449-484},
}