On the role of norm constraints in portfolio selection (Q645500): 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/s10287-011-0130-2 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2066405619 / rank | |||
Normal rank | |||
Revision as of 20:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the role of norm constraints in portfolio selection |
scientific article |
Statements
On the role of norm constraints in portfolio selection (English)
0 references
15 November 2011
0 references
portfolio optimization
0 references
norm constraint
0 references
robust portfolio
0 references
tracking portfolio
0 references
CVar (conditional value-at-risk)
0 references
