On robust mean-variance portfolios (Q2810108): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On robust mean-variance portfolios |
scientific article |
Statements
On robust mean-variance portfolios (English)
0 references
31 May 2016
0 references
robust optimization
0 references
mean-variance portfolio theory
0 references
ellipsoidal uncertainty
0 references
adjustable robustness
0 references
