Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set |
scientific article |
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Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (English)
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26 May 2020
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risk management
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robust portfolio optimization
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lower partial moment
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asymmetric uncertainty set
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multi-period portfolio selection
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