Enhancing Financial Portfolio Robustness with an Objective Based on ϵ-Neighborhoods

Francisco Luna, David Quintana, Sandra García-Rodríguez, Pedro Isasi. Enhancing Financial Portfolio Robustness with an Objective Based on ϵ-Neighborhoods. International Journal of Information Technology and Decision Making, 15(3):479-516, 2016. [doi]

Abstract

Abstract is missing.