Best-case scenario robust portfolio for energy stock market

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Aharon Ben‐Tal, Arkadi Nemirovski · Operations Research Letters · 1999 · 1.8K citations

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Introduction to Stochastic Programming

J M Wilson · Journal of the Operational Research Society · 1998 · 1.7K citations

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Robust Portfolio Selection Problems

Donald Goldfarb, Garud Iyengar · Mathematics of Operations Research · 2003 · 928 citations

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60 Years of portfolio optimization: Practical challenges and current trends

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