Title of article :
Robust profit opportunities in risky financial portfolios
Author/Authors :
Mustafa C. P?nar، نويسنده , , Reha H. Tütüncü، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2005
Pages :
10
From page :
331
To page :
340
Keywords :
robust optimization , Sharpe ratio , Financial securities , Arbitrage
Journal title :
Operations Research Letters
Serial Year :
2005
Journal title :
Operations Research Letters
Record number :
137603
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=137603
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