%0 Journal Article %1 journals/eor/FernandesSVF16 %A Fernandes, Betina %A Street, Alexandre %A Valladão, Davi Michel %A Fernandes, Cristiano %D 2016 %J Eur. J. Oper. Res. %K dblp %N 3 %P 961-970 %T An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets. %U http://dblp.uni-trier.de/db/journals/eor/eor255.html#FernandesSVF16 %V 255

@article{journals/eor/FernandesSVF16, added-at = {2020-02-21T00:00:00.000+0100}, author = {Fernandes, Betina and Street, Alexandre and Valladão, Davi Michel and Fernandes, Cristiano}, biburl = {https://www.bibsonomy.org/bibtex/22cf9a3093a1cca7d701346e1e1833a87/dblp}, ee = {https://doi.org/10.1016/j.ejor.2016.05.038}, interhash = {4342da77c86834c23bc619e0fe88176f}, intrahash = {2cf9a3093a1cca7d701346e1e1833a87}, journal = {Eur. J. Oper. Res.}, keywords = {dblp}, number = 3, pages = {961-970}, timestamp = {2020-02-22T12:27:24.000+0100}, title = {An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets.}, url = {http://dblp.uni-trier.de/db/journals/eor/eor255.html#FernandesSVF16}, volume = 255, year = 2016 }