Author

Name:
Goncalo Simoes
Article 1:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

Relative Robust Portfolio Optimization with Benchmark Regret 4.46
Goncalo Simoes, Mark McDonald, Stacy Williams, Daniel Fenn, Raphael Hauser
Quantitative Finance, vol. 18, 2018, p. 1991-2003.

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