Huitong Qiu, Fang Han, Han Liu, Brian Caffo. Robust Portfolio Optimization. In Corinna Cortes, Neil D. Lawrence, Daniel D. Lee, Masashi Sugiyama, Roman Garnett, editors, Advances in Neural Information Processing Systems 28: Annual Conference on Neural Information Processing Systems 2015, December 7-12, 2015, Montreal, Quebec, Canada. pages 46-54, 2015. [doi]
Abstract is missing.