Relative Robust Portfolio Optimization
Reference
Hauser, R., Krishnamurthy, V. and Tutuncu, R. (2013) ‘Relative Robust Portfolio Optimization’.
Full text available at arxiv.org
Author
![]() | Prof. Raphael Hauser |
Hauser, R., Krishnamurthy, V. and Tutuncu, R. (2013) ‘Relative Robust Portfolio Optimization’.
Full text available at arxiv.org
![]() | Prof. Raphael Hauser |