A review on ambiguity in stochastic portfolio optimization (Q1711083): 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/s11228-017-0458-z / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2767515154 / rank | |||
Normal rank | |||
Revision as of 00:33, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A review on ambiguity in stochastic portfolio optimization |
scientific article |
Statements
A review on ambiguity in stochastic portfolio optimization (English)
0 references
16 January 2019
0 references
stochastic optimization
0 references
robustness
0 references
portfolio optimization
0 references
model uncertainty
0 references
dependence uncertainty
0 references
