Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach (Q2941425): Difference between revisions
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Latest revision as of 18:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach |
scientific article |
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Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach (English)
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28 August 2015
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robust optimization
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Kantorovich distance
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norm-constrained portfolio optimization
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soft robust constraints
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