Jun-ya Gotoh, Akiko Takeda. Minimizing loss probability bounds for portfolio selection. European Journal of Operational Research, 217(2):371-380, 2012. [doi]
@article{GotohT12-0,
title = {Minimizing loss probability bounds for portfolio selection},
author = {Jun-ya Gotoh and Akiko Takeda},
year = {2012},
doi = {10.1016/j.ejor.2011.09.012},
url = {http://dx.doi.org/10.1016/j.ejor.2011.09.012},
researchr = {https://researchr.org/publication/GotohT12-0},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {217},
number = {2},
pages = {371-380},
}