Hyper sensitivity analysis of portfolio optimization problems

Leonid Churilov, Immanuel M Bomze, Moshe Sniedovich, Daniel Ralph

    Research output: Contribution to journalArticleResearchpeer-review

    3 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)297 - 317
    Number of pages21
    JournalAsia-Pacific Journal of Operational Research
    Volume21
    Issue number3
    Publication statusPublished - 2004

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