Performance of robust portfolio optimization in crisis periods


BALCILAR M., Ozun A.

Control & Cybernetics, vol.42, no.4, pp.855-871, 2013 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 42 Issue: 4
  • Publication Date: 2013
  • Journal Name: Control & Cybernetics
  • Page Numbers: pp.855-871
  • Yıldız Technical University Affiliated: Yes