@article{RO_2019__53_1_1_0, author = {Dziecichowicz, Michael and Thiele, Aur\'elie C.}, title = {Robust stock and bond allocation with end-of-horizon effects}, journal = {RAIRO - Operations Research - Recherche Op\'erationnelle}, pages = {1--28}, publisher = {EDP-Sciences}, volume = {53}, number = {1}, year = {2019}, doi = {10.1051/ro/2017066}, zbl = {1414.90195}, mrnumber = {3899027}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ro/2017066/} }