@inproceedings{4e623f44946d48bbba4caa28033ccb32,

title = "Portfolio optimization under L-infinity risk measure",

author = "X.Q. Cai and K.L. Teo and X.Q. Yang and X.Z. Zhou",

year = "1996",

language = "English",

isbn = "07803",

volume = "1",

pages = "3682--3687",

editor = "M. Pashkin",

booktitle = "Proceedings of the 35th IEEE Conference of Decision and Control",

publisher = "Institute for Electrical and Electronic Engineers",

edition = "Kobe, Japan",

note = "Portfolio optimization under L-infinity risk measure ; Conference date: 01-01-1996",

}