• Title of article

    Robust portfolio planning in the presence of market anomalies

  • Author/Authors

    Cemal Berk Oguzsoy، نويسنده , , Sibel Güven، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    6
  • From page
    1
  • To page
    6
  • Keywords
    risk , stochastic programming , Market anomalies , robust optimization , Portfolio Selection
  • Journal title
    OMEGA
  • Serial Year
    1995
  • Journal title
    OMEGA
  • Record number

    207487