Robust asset allocation (Q2386659): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1023/B:ANOR.0000045281.41041.ed / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1023/B:ANOR.0000045281.41041.ED / rank | |||
Normal rank | |||
Latest revision as of 08:17, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust asset allocation |
scientific article |
Statements
Robust asset allocation (English)
0 references
25 August 2005
0 references
robust optimization
0 references
mean-variance optimization
0 references
saddle-point problems
0 references
