Citation

BibTex format

@article{Ye:2012,
author = {Ye, K and Parpas, P and Rustem, B},
journal = {Computational Optimization and Applications},
pages = {1--19--1--19},
title = {Robust portfolio optimization: a conic programming approach},
url = {http://dx.doi.org/10.1007/s10589-011-9419-x},
year = {2012}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Ye,K
AU - Parpas,P
AU - Rustem,B
EP - 19
PY - 2012///
SN - 0926-6003
SP - 1
TI - Robust portfolio optimization: a conic programming approach
T2 - Computational Optimization and Applications
UR - http://dx.doi.org/10.1007/s10589-011-9419-x
ER -

Academic publications

Search our academic publications