DR PANOS PARPAS

Faculty of Engineering, Department of Computing

Reader in Computational Optimisation

Contact

+44 (0)20 7594 8366panos.parpas Website

Location

357Huxley BuildingSouth Kensington Campus

Summary

Publications

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}
}

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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  -

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