Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Tsao-Yuan Chuang. Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models. Computers & OR, 104:239-255, 2019. [doi]
Abstract is missing.