Woo Chang Kim, Min-Jeong Kim, Jang Ho Kim, Frank J. Fabozzi. Robust portfolios that do not tilt factor exposure. European Journal of Operational Research, 234(2):411-421, 2014. [doi]
@article{KimKKF14,
title = {Robust portfolios that do not tilt factor exposure},
author = {Woo Chang Kim and Min-Jeong Kim and Jang Ho Kim and Frank J. Fabozzi},
year = {2014},
doi = {10.1016/j.ejor.2013.03.029},
url = {http://dx.doi.org/10.1016/j.ejor.2013.03.029},
researchr = {https://researchr.org/publication/KimKKF14},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {234},
number = {2},
pages = {411-421},
}