Cite
HARVARD Citation
Ling, A. et al. (2014). A Numerical Study for Robust Active Portfolio Management with Worst-Case Downside Risk Measure. Mathematical problems in engineering. p. . [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Ling, A. et al. (2014). A Numerical Study for Robust Active Portfolio Management with Worst-Case Downside Risk Measure. Mathematical problems in engineering. p. . [Online].