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.