Data-driven portfolio management with quantile constraints (Q2516641): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: cccp / rank | |||
Normal rank |
Revision as of 20:26, 29 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Data-driven portfolio management with quantile constraints |
scientific article |
Statements
Data-driven portfolio management with quantile constraints (English)
0 references
3 August 2015
0 references
data-driven optimization
0 references
quantile constraints
0 references
iterative algorithm
0 references