Oustry Francois

Francois Oustry

Information about the author Francois Oustry will soon be added to the site.
Found 1 papers in total
Worst-case value-at-risk and robust portfolio optimization: a conic programming approach
Worst-case value-at-risk and robust portfolio optimization: a conic programming approach
2003
Classical formulations of the portfolio optimization problem, such as mean-variance or...
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