Benoit Vaucher

According to our database, Benoit Vaucher authored at least 1 paper in 2015.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2015

Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach.

Bertrand Maillet, Sessi Tokpavi, Benoit Vaucher

Eur. J. Oper. Res., 2015