| Article ID: | iaor20013396 |
| Country: | Germany |
| Volume: | 51 |
| Issue: | 2 |
| Start Page Number: | 341 |
| End Page Number: | 352 |
| Publication Date: | Jan 2000 |
| Journal: | Mathematical Methods of Operations Research (Heidelberg) |
| Authors: | Rachev S., Han S. |
| Keywords: | optimization, investment |
The aim of this short review is to outline the main directions of stable Paretian modeling in portfolio management.