Blar i NTNU Open på forfatter "Weber, Gerhard-Wilhelm"
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Stability advances in robust portfolio optimization under parallelepiped uncertainty
Kara, Güray; Özmen, Ayşe; Weber, Gerhard-Wilhelm (Journal article; Peer reviewed, 2017)In financial markets with high uncertainties, the trade-off between maximizing expected return and minimizing the risk is one of the main challenges in modeling and decision making. Since investors mostly shape their ...