@article{RO_2015__49_4_821_0, author = {Dong, Yang and Thiele, Aur\'elie}, title = {Robust {Investment} {Management} with {Uncertainty} in {Fund} {Managers{\textquoteright}} {Asset} {Allocation}}, journal = {RAIRO - Operations Research - Recherche Op\'erationnelle}, pages = {821--844}, publisher = {EDP-Sciences}, volume = {49}, number = {4}, year = {2015}, doi = {10.1051/ro/2015007}, zbl = {1327.90084}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/ro/2015007/} }