Stability advances in robust portfolio optimization under parallelepiped uncertainty (Q1725837): Difference between revisions

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Revision as of 06:18, 18 July 2024

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Stability advances in robust portfolio optimization under parallelepiped uncertainty
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    Stability advances in robust portfolio optimization under parallelepiped uncertainty (English)
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    15 February 2019
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    robustness and sensitivity analysis
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    robust optimization
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    robust conditional value-at-risk
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    parallelepiped uncertainty
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    risk management
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