@inproceedings{NIPS2015_02e74f10, author = {Qiu, Huitong and Han, Fang and Liu, Han and Caffo, Brian}, booktitle = {Advances in Neural Information Processing Systems}, editor = {C. Cortes and N. Lawrence and D. Lee and M. Sugiyama and R. Garnett}, pages = {}, publisher = {Curran Associates, Inc.}, title = {Robust Portfolio Optimization}, url = {https://proceedings.neurips.cc/paper_files/paper/2015/file/02e74f10e0327ad868d138f2b4fdd6f0-Paper.pdf}, volume = {28}, year = {2015} }