Title of article
Robust profit opportunities in risky financial portfolios
Author/Authors
Mustafa C. P?nar، نويسنده , , Reha H. Tütüncü، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2005
Pages
10
From page
331
To page
340
Keywords
robust optimization , Sharpe ratio , Financial securities , Arbitrage
Journal title
Operations Research Letters
Serial Year
2005
Journal title
Operations Research Letters
Record number
137603
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