Robust Portfolio Selection Involving Options Under a 'Marginal Joint' Ellipsoidal Uncertainty Set
2011 ◽
Vol 26
(1)
◽
pp. 89-104
◽
2012 ◽
Vol 236
(14)
◽
pp. 3373-3393
◽
2009 ◽
Vol 126
(1)
◽
pp. 193-201
◽
2016 ◽
Vol 250
(2)
◽
pp. 666-678
◽
2009 ◽
pp. 209-230