Log-robust portfolio management with parameter ambiguity (Q1789607): Difference between revisions

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Latest revision as of 19:20, 16 July 2024

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Log-robust portfolio management with parameter ambiguity
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    Log-robust portfolio management with parameter ambiguity (English)
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    10 October 2018
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    robust optimization
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    weighted sum of exponentials
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    log-robust portfolio management
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    inner linear approximation
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    outer linear approximation
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