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"Portfolio Return Maximization using Robust Optimization and Directional ..."

Rui Jorge Almeida, Nalan Bastürk, Paulo Rodrigues (2023)

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DOI: 10.1109/SSCI52147.2023.10371969

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-07

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Rui Jorge Almeida, Nalan Bastürk, Paulo Rodrigues:
Portfolio Return Maximization using Robust Optimization and Directional Changes. SSCI 2023: 401-406

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