Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:55, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adjusted robust mean-value-at-risk model: less conservative robust portfolios |
scientific article |
Statements
Adjusted robust mean-value-at-risk model: less conservative robust portfolios (English)
0 references
8 September 2017
0 references
mean-value-at-risk
0 references
estimation error
0 references
solution robustness
0 references
structure robustness
0 references
robust optimization
0 references
conservatism
0 references
