Robust Portfolio Selection Problems (Q5704112): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Normalize DOI.
 
(4 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1287/moor.28.1.1.14260 / rank
Normal rank
 
Property / describes a project that uses
 
Property / describes a project that uses: SeDuMi / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: Publication / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2069099760 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1287/MOOR.28.1.1.14260 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 18:23, 30 December 2024

scientific article; zbMATH DE number 2228277
Language Label Description Also known as
English
Robust Portfolio Selection Problems
scientific article; zbMATH DE number 2228277

    Statements

    Robust Portfolio Selection Problems (English)
    0 references
    11 November 2005
    0 references
    robust optimization
    0 references
    mean-variance portfolio selection
    0 references
    value-at-risk portfolio selection
    0 references
    second-order cone programming
    0 references
    linear regression
    0 references

    Identifiers