@第{zbMATH07356030条，作者={Chakrabarti，Deepayan}，Title={最大-{Sharpe}投资组合问题的无参数鲁棒优化}，FJournal={欧洲运筹学杂志}，期刊={Eur.J.Oper.Res.}，ISSN={0377-2217}，体积={293}，数字={1}，页码={388--399}，年份={2021}，语言={英语}，DOI={10.1016/j.ejor.2020.11.052}，关键词={91G10,62H12,62P05,90C17}，zbMATH={7356030}，Zbl={1487.91112}}