Robust Optimization Approaches for Portfolio Selection: a Comparative Analysis

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Authors: A. Georgantas, M. Doumpos and C. Zopounidis

Journal title: Annals of Operations Research

Journal publisher: Kluwer Academic Publishers

Published year: 2021

DOI identifier: 10.1007/s10479-021-04177-y

ISSN: 0254-5330