1【作者(必填)】Tri-Dung Nguyen,  Andrew W. Lo

【文题(必填)】Robust ranking and portfolio optimization

【年份(必填)】2012

【全文链接或数据库名称(选填)】 European Journal of Operational Research

Volume 221, Issue 2, 1 September 2012, Pages 407–416

http://www.sciencedirect.com/science/article/pii/S0377221712002329

2

【作者(必填)】 Yongma Moon ,Tao Yao

【文题(必填)】A robust mean absolute deviation model for portfolio optimization
【年份(必填)】2011

【全文链接或数据库名称(选填)】

Computers & Operations Research

Volume 38, Issue 9, September 2011, Pages 1251–1258

http://www.sciencedirect.com/science/article/pii/S0305054810002492

3

【作者(必填)】 Li Chen

【文题(必填)】Risk Measures, Robust Portfolios and Other Minimax Models

【年份(必填)】2008

【全文链接或数据库名称(选填)】Chinese University of Hong Kong (Hong Kong), 2008 - Ph.D. thesis.