Analyzing Stability of Extreme Portfolios

Yury Nikulin, Vladimir A. Emelichev. Analyzing Stability of Extreme Portfolios. In Nicholas N. Olenev, Yuri G. Evtushenko, Milojica Jacimovic, Michael Yu. Khachay, Vlasta Malkova, editors, Optimization and Applications - 12th International Conference, OPTIMA 2021, Petrovac, Montenegro, September 27 - October 1, 2021, Proceedings. Volume 13078 of Lecture Notes in Computer Science, pages 303-317, Springer, 2021. [doi]

Abstract

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