Robust portfolio selection involving options under a “ marginal+joint ” ellipsoidal uncertainty set

✍ Scribed by Ai-fan Ling; Cheng-xian Xu

• Book ID: 113511908
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 545 KB
• Volume: 236
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/j.cam.2012.03.023