Title of article
Robust portfolio selection using linear-matrix inequalities
Author/Authors
O. L. V. Costa، نويسنده , , A. C. Paiva، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
21
From page
889
To page
909
Keywords
portfolio choice , Linear-matrixinequalities , Robustness
Journal title
Journal of Economic Dynamics and Control
Serial Year
2002
Journal title
Journal of Economic Dynamics and Control
Record number
238122
Link To Document