"Robust portfolio optimization for banking foundations: a CVaR approach for ..."

Maria Cristina Arcuri, Gino Gandolfi, Fabrizio Laurini (2023)

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DOI: 10.1007/S10100-022-00821-5

access: open

type: Journal Article

metadata version: 2023-09-30

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  - https://dblp.org/rec/journals/cejor/ArcuriGL23
Maria Cristina Arcuri, Gino Gandolfi, Fabrizio Laurini:
Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints. Central Eur. J. Oper. Res. 31(2): 557-581 (2023)

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