Robust Portfolio Optimization. Qiu, H., Han, F., Liu, H., & Caffo, B. In Advances in Neural Information Processing Systems, volume 28, 2015. Curran Associates, Inc..
Robust Portfolio Optimization [link]Paper  bibtex   
@inproceedings{qiu_robust_2015,
	title = {Robust {Portfolio} {Optimization}},
	volume = {28},
	url = {https://proceedings.neurips.cc/paper/2015/hash/02e74f10e0327ad868d138f2b4fdd6f0-Abstract.html},
	urldate = {2022-02-12},
	booktitle = {Advances in {Neural} {Information} {Processing} {Systems}},
	publisher = {Curran Associates, Inc.},
	author = {Qiu, Huitong and Han, Fang and Liu, Han and Caffo, Brian},
	year = {2015},
	keywords = {⛔ No DOI found},
}

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