Can Robust Optimization Offer Improved Portfolio Performance? An Empirical Study of Indian market |
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Authors: | Oberoi Shashank Girach Mohammed Bilal Chakrabarty Siddhartha P |
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Institution: | 1.Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati, Assam, 781039, India ; |
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Abstract: | Journal of Quantitative Economics - The emergence of robust optimization has been driven primarily by the necessity to address the demerits of the Markowitz model. There has been a noteworthy... |
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