Jang Ho Kim, Woo Chang Kim, Do-Gyun Kwon, Frank J. Fabozzi. Robust equity portfolio performance. Annals OR, 266(1-2):293-312, 2018. [doi]
@article{KimKKF18,
title = {Robust equity portfolio performance},
author = {Jang Ho Kim and Woo Chang Kim and Do-Gyun Kwon and Frank J. Fabozzi},
year = {2018},
doi = {10.1007/s10479-017-2739-1},
url = {https://doi.org/10.1007/s10479-017-2739-1},
researchr = {https://researchr.org/publication/KimKKF18},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {266},
number = {1-2},
pages = {293-312},
}