Robust asset allocation (Q2386659): Difference between revisions
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| Property / DOI: 10.1023/B:ANOR.0000045281.41041.ed / rank | |||
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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)
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25 August 2005
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robust optimization
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mean-variance optimization
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saddle-point problems
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