A review on ambiguity in stochastic portfolio optimization (Q1711083): Difference between revisions
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Revision as of 00:45, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A review on ambiguity in stochastic portfolio optimization |
scientific article |
Statements
A review on ambiguity in stochastic portfolio optimization (English)
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16 January 2019
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stochastic optimization
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robustness
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portfolio optimization
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model uncertainty
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dependence uncertainty
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