Robust portfolio optimization

F.J.W. Lutgens

Research output: ThesisDoctoral ThesisInternal

187 Downloads (Pure)
Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Maastricht University
Supervisors/Advisors
  • Kolen, Anthonius, Supervisor
  • Schotman, Peter, Supervisor
Award date25 Jun 2004
Place of PublicationMaastricht
Publisher
Print ISBNs90-9018143-1
Publication statusPublished - 1 Jan 2004

Cite this

Lutgens, F. J. W. (2004). Robust portfolio optimization. Datawyse / Universitaire Pers Maastricht.