%0 Journal Article %1 journals/eor/GiuzioFP16 %A Giuzio, Margherita %A Ferrari, Davide %A Paterlini, Sandra %D 2016 %J Eur. J. Oper. Res. %K dblp %N 1 %P 251-261 %T Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization. %U http://dblp.uni-trier.de/db/journals/eor/eor250.html#GiuzioFP16 %V 250

@article{journals/eor/GiuzioFP16, added-at = {2020-02-21T00:00:00.000+0100}, author = {Giuzio, Margherita and Ferrari, Davide and Paterlini, Sandra}, biburl = {https://www.bibsonomy.org/bibtex/274e9c74b8e3a568c446543d91cfadbdb/dblp}, ee = {https://doi.org/10.1016/j.ejor.2015.08.056}, interhash = {d19f2050bbc17ac923da74a35f91cf1e}, intrahash = {74e9c74b8e3a568c446543d91cfadbdb}, journal = {Eur. J. Oper. Res.}, keywords = {dblp}, number = 1, pages = {251-261}, timestamp = {2020-02-22T12:31:43.000+0100}, title = {Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization.}, url = {http://dblp.uni-trier.de/db/journals/eor/eor250.html#GiuzioFP16}, volume = 250, year = 2016 }