Stability advances in robust portfolio optimization under parallelepiped uncertainty (Q1725837): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:41, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability advances in robust portfolio optimization under parallelepiped uncertainty |
scientific article |
Statements
Stability advances in robust portfolio optimization under parallelepiped uncertainty (English)
0 references
15 February 2019
0 references
robustness and sensitivity analysis
0 references
robust optimization
0 references
robust conditional value-at-risk
0 references
parallelepiped uncertainty
0 references
risk management
0 references
