A log-robust optimization approach to portfolio management (Q626631): Difference between revisions

@@ Property / DOI @@
-.1007/s00291-008-0162-3
@@ Property / DOI: 10.1007/s00291-008-0162-3 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00291-008-0162-3
+Normal rank
@@ Property / OpenAlex ID @@
+W1999596133
@@ Property / OpenAlex ID: W1999596133 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust solutions of uncertain linear programs
@@ Property / cites work: Robust solutions of uncertain linear programs / rank @@
+Normal rank
@@ Property / cites work @@
+Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
+Normal rank
@@ Property / cites work @@
+Robust multiperiod portfolio management in the presence of transaction costs
+Normal rank
@@ Property / cites work @@
+The Price of Robustness
@@ Property / cites work: The Price of Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4821526
@@ Property / cites work: Q4821526 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Portfolio Selection Problems
@@ Property / cites work: Robust Portfolio Selection Problems / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S00291-008-0162-3
@@ Property / DOI: 10.1007/S00291-008-0162-3 / rank @@
+Normal rank