Title of article :
Robust portfolio selection using linear-matrix inequalities
Author/Authors :
O. L. V. Costa، نويسنده , , A. C. Paiva، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Pages :
21
From page :
889
To page :
909
Keywords :
portfolio choice , Linear-matrixinequalities , Robustness
Journal title :
Journal of Economic Dynamics and Control
Serial Year :
2002
Journal title :
Journal of Economic Dynamics and Control
Record number :
238122
Link To Document :
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