Mustafa Ç. Pinar. Robust scenario optimization based on downside-risk measure for multi-period portfolio selection. OR Spectrum, 29(2):295-309, 2007. [doi]
@article{Pinar07,
title = {Robust scenario optimization based on downside-risk measure for multi-period portfolio selection},
author = {Mustafa Ç. Pinar},
year = {2007},
doi = {10.1007/s00291-005-0023-2},
url = {https://doi.org/10.1007/s00291-005-0023-2},
researchr = {https://researchr.org/publication/Pinar07},
cites = {0},
citedby = {0},
journal = {OR Spectrum},
volume = {29},
number = {2},
pages = {295-309},
}