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

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