Robust investment strategies with discrete asset choice constraints using DC programming (Q3553750): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/02331930903500274 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2006272043 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:00, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust investment strategies with discrete asset choice constraints using DC programming |
scientific article |
Statements
Robust investment strategies with discrete asset choice constraints using DC programming (English)
0 references
21 April 2010
0 references
DCA
0 references
worst-case analysis
0 references
mean-variance portfolios
0 references
