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Economic Research-Ekonomska Istraživanja
Volume 36, 2023 - Issue 3
Research Article
Robust portfolio optimization: a stochastic evaluation of worst-case scenarios
Paulo Rotella Juniora Deparment of Production Engineering, Federal University of Paraiba, João Pessoa, Brazil;b Institute of Economic Studies, Faculty of Social Sciences, Charles University, Prague, Czech Republic;c Faculty of Finance and Accounting, Prague University of Economics and Business, Prague, Czech RepublicCorrespondence[email protected] [email protected]
https://orcid.org/0000-0002-4692-7800
https://orcid.org/0000-0002-4692-7800, Luiz Célio Souza Rochad Department of Management, Instituto Federal do Norte de Minas Gerais, Almenara, Brazilhttps://orcid.org/0000-0002-8865-9867
https://orcid.org/0000-0002-8865-9867, Rogério Santana Peruchia Deparment of Production Engineering, Federal University of Paraiba, João Pessoa, Brazilhttps://orcid.org/0000-0002-0436-9214
https://orcid.org/0000-0002-0436-9214, Giancarlo Aquilae Institute of Production and Management Engineering, Federal University of Itajubá, Itajubá, Brazilhttps://orcid.org/0000-0001-8765-0679
https://orcid.org/0000-0001-8765-0679, Edson de Oliveira Pamplonae Institute of Production and Management Engineering, Federal University of Itajubá, Itajubá, Brazilhttps://orcid.org/0000-0001-6085-0240
https://orcid.org/0000-0001-6085-0240, Karel Jandab Institute of Economic Studies, Faculty of Social Sciences, Charles University, Prague, Czech Republic;c Faculty of Finance and Accounting, Prague University of Economics and Business, Prague, Czech Republichttps://orcid.org/0000-0001-7096-6300
https://orcid.org/0000-0001-7096-6300 & show all