Robust Portfolio Optimization Using a Simple Factor Model

Bemis, ChrisHu, XueyingLin, WeihuaMoazeni, SomayesWang, LiWang, TingZhang, Jingyan2016-05-182016-05-182009-10https://hdl.handle.net/11299/1804011 online resource (PDF, 18 pages, includes illustrations)enRobust Portfolio Optimization Using a Simple Factor ModelPreprint