Portfolio selection under model uncertainty: a penalized moment-based optimization approach (Q1955553): Difference between revisions

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Latest revision as of 13:38, 6 July 2024

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Portfolio selection under model uncertainty: a penalized moment-based optimization approach
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    Portfolio selection under model uncertainty: a penalized moment-based optimization approach (English)
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    14 June 2013
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    portfolio selection
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    model uncertainty
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    distributionally robust optimization
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    penalty method
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