A log-robust optimization approach to portfolio management (Q626631): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00291-008-0162-3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1999596133 / rank | |||
Normal rank | |||
Revision as of 21:18, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A log-robust optimization approach to portfolio management |
scientific article |
Statements
A log-robust optimization approach to portfolio management (English)
0 references
18 February 2011
0 references
robust optimization
0 references
portfolio management
0 references
convex optimization
0 references
