Benoit Vaucher

Publication Activity (10 Years)

Years Active: 2015-2015
Publications (10 Years): 0

Top Topics

Experimental Data

Robust Regression

Top Venues

Eur. J. Oper. Res.

Publications

Bertrand Maillet, Sessi Tokpavi, Benoit Vaucher
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach. Eur. J. Oper. Res. 244 (1) (2015)