Panos Xidonas, Ralph E. Steuer, Christis Hassapis. Robust portfolio optimization: a categorized bibliographic review. Annals OR, 292(1):533-552, 2020. [doi]
@article{XidonasSH20, title = {Robust portfolio optimization: a categorized bibliographic review}, author = {Panos Xidonas and Ralph E. Steuer and Christis Hassapis}, year = {2020}, doi = {10.1007/s10479-020-03630-8}, url = {https://doi.org/10.1007/s10479-020-03630-8}, researchr = {https://researchr.org/publication/XidonasSH20}, cites = {0}, citedby = {0}, journal = {Annals OR}, volume = {292}, number = {1}, pages = {533-552}, }