A relative robust approach on expected returns with bounded CVaR for portfolio selection.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/eor/BenatiC22
Home
|
Example Publications
Property
Value
dcterms:
bibliographicCitation
<
http://dblp.uni-trier.de/rec/bibtex/journals/eor/BenatiC22
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Eduardo_Conde
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Stefano_Benati
>
foaf:
homepage
<
http://dx.doi.org/doi.org%2F10.1016%2Fj.ejor.2021.04.038
>
foaf:
homepage
<
https://doi.org/10.1016/j.ejor.2021.04.038
>
dc:
identifier
DBLP journals/eor/BenatiC22
(xsd:string)
dc:
identifier
DOI doi.org%2F10.1016%2Fj.ejor.2021.04.038
(xsd:string)
dcterms:
issued
2022
(xsd:gYear)
swrc:
journal
<
https://dblp.l3s.de/d2r/resource/journals/eor
>
rdfs:
label
A relative robust approach on expected returns with bounded CVaR for portfolio selection.
(xsd:string)
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Eduardo_Conde
>
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Stefano_Benati
>
swrc:
number
1
(xsd:string)
swrc:
pages
332-352
(xsd:string)
owl:
sameAs
<
http://bibsonomy.org/uri/bibtexkey/journals/eor/BenatiC22/dblp
>
owl:
sameAs
<
http://dblp.rkbexplorer.com/id/journals/eor/BenatiC22
>
rdfs:
seeAlso
<
http://dblp.uni-trier.de/db/journals/eor/eor296.html#BenatiC22
>
rdfs:
seeAlso
<
https://doi.org/10.1016/j.ejor.2021.04.038
>
dc:
title
A relative robust approach on expected returns with bounded CVaR for portfolio selection.
(xsd:string)
dc:
type
<
http://purl.org/dc/dcmitype/Text
>
rdf:
type
swrc:Article
rdf:
type
foaf:Document
swrc:
volume
296
(xsd:string)