Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379): Difference between revisions
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Revision as of 03:48, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust tracking error portfolio selection with worst-case downside risk measures |
scientific article |
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Robust tracking error portfolio selection with worst-case downside risk measures (English)
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1 November 2018
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downside risk measure
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robust tracking error portfolio
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semidefinite programming
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sharpe ratio
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