Robust decision making over a set of random targets or risk-averse utilities with an application to portfolio optimization

Author： Hu Jian Mehrotra Sanjay

Publisher： Springer Publishing Company

E-ISSN： 1545-8830|47|4|358-372

ISSN： 0740-817X

Source： IIE Transactions, Vol.47, Iss.4, 2015-04, pp. : 358-372

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