@inproceedings{robustportfoliooptimization,
  title = {Robust Portfolio Optimization},
  author = {Huitong Qiu and Fang Han and Han Liu and Brian Caffo},
  year = {2015},
  booktitle = {NeurIPS 2015 12},
  url = {http://papers.nips.cc/paper/5714-robust-portfolio-optimization},
}