Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246): Difference between revisions
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Revision as of 00:42, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Adjusted robust mean-value-at-risk model: less conservative robust portfolios |
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Adjusted robust mean-value-at-risk model: less conservative robust portfolios (English)
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8 September 2017
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mean-value-at-risk
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estimation error
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solution robustness
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structure robustness
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robust optimization
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conservatism
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