• Robust index-tracking and enhanced index-tracking in portfolio optimization 

      Khoshabar, N.A.; Salahi, M.; Lotfi, S.; Hamdi, A. ( Ascociacion Internacional de Economia Aplicada , 2020 , Article)
      We study index-tracking and enhanced index-tracking problems in portfolio optimization under interval uncertainty for returns and covariance matrix. The proposed robust counterparts for both models are in the form of second ...