Recent developments in robust portfolios with a worst-case approach (Q2247918): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:12, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recent developments in robust portfolios with a worst-case approach |
scientific article |
Statements
Recent developments in robust portfolios with a worst-case approach (English)
0 references
30 June 2014
0 references
mean-variance model
0 references
robust portfolio
0 references
worst-case optimization
0 references
uncertainty sets
0 references
