Nalan Gülpinar, Berç Rustem. Worst-case Optimal Robust Decisions for Multi-period Mean-Variance Portfolio Optimization. In Sio Iong Ao, Jeong-A. Lee, Oscar Castillo, Pranay Chaudhuri, David Dagan Feng, editors, Proceedings of the International MultiConference of Engineers and Computer Scientists 2006, IMECS 06, June 20-22, 2006, Hong Kong, China. Lecture Notes in Engineering and Computer Science, pages 985-985, Newswood Limited, 2006.
@inproceedings{GulpinarR06,
title = {Worst-case Optimal Robust Decisions for Multi-period Mean-Variance Portfolio Optimization},
author = {Nalan Gülpinar and Berç Rustem},
year = {2006},
tags = {optimization},
researchr = {https://researchr.org/publication/GulpinarR06},
cites = {0},
citedby = {0},
pages = {985},
booktitle = {Proceedings of the International MultiConference of Engineers and Computer Scientists 2006, IMECS 06, June 20-22, 2006, Hong Kong, China},
editor = {Sio Iong Ao and Jeong-A. Lee and Oscar Castillo and Pranay Chaudhuri and David Dagan Feng},
series = {Lecture Notes in Engineering and Computer Science},
publisher = {Newswood Limited},
isbn = {988-98671-3-3},
}