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Betina Fernandes
Publication Activity (10 Years)
Years Active: 2016-2016
Publications (10 Years): 1
Top Topics
Portfolio Optimization
Convex Hull
Construction Project
Constraint Violations
Top Venues
Eur. J. Oper. Res.
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Publications
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Betina Fernandes
,
Alexandre Street
,
Davi Michel Valladão
,
Cristiano Fernandes
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets.
Eur. J. Oper. Res.
255 (3) (2016)