Robust portfolio optimization

F.J.W. Lutgens

Research output: Thesis › Doctoral Thesis › Internal

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Original language	English
Qualification	Doctor of Philosophy
Awarding Institution	Maastricht University
Supervisors/Advisors	Kolen, Anthonius, Supervisor Schotman, Peter, Supervisor
Award date	25 Jun 2004
Place of Publication	Maastricht
Publisher	Datawyse / Universitaire Pers Maastricht
Print ISBNs	90-9018143-1
DOIs	https://doi.org/10.26481/dis.20040625fl
Publication status	Published - 1 Jan 2004

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@phdthesis{76e221ed9bdd4e3a83bfb4d7b4ba9928,

title = "Robust portfolio optimization",

author = "F.J.W. Lutgens",

year = "2004",

month = jan,

day = "1",

doi = "10.26481/dis.20040625fl",

language = "English",

isbn = "90-9018143-1",

publisher = "Datawyse / Universitaire Pers Maastricht",

address = "Netherlands",

school = "Maastricht University",

}