Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 08:27, 5 March 2024

scientific article
Language Label Description Also known as
English
Robustness of optimal portfolios under risk and stochastic dominance constraints
scientific article

    Statements

    Robustness of optimal portfolios under risk and stochastic dominance constraints (English)
    0 references
    0 references
    0 references
    3 February 2015
    0 references
    robustness
    0 references
    sensitivity analysis
    0 references
    Markowitz mean-variance model
    0 references
    probabilistic risk constraints
    0 references
    contamination technique
    0 references
    first order stochastic dominance constraints
    0 references
    portfolio efficiency tests
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references