@article{RO_2021__55_5_2941_0, author = {Swain, Pulak and Ojha, Akshay Kumar}, title = {Bi-level optimization approach for robust mean-variance problems}, journal = {RAIRO. Operations Research}, pages = {2941--2961}, year = {2021}, publisher = {EDP-Sciences}, volume = {55}, number = {5}, doi = {10.1051/ro/2021129}, mrnumber = {4323411}, zbl = {1485.90085}, language = {en}, url = {https://www.numdam.org/articles/10.1051/ro/2021129/} }