Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714): Difference between revisions
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Revision as of 03:42, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of optimal portfolios under risk and stochastic dominance constraints |
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Robustness of optimal portfolios under risk and stochastic dominance constraints (English)
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3 February 2015
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robustness
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sensitivity analysis
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Markowitz mean-variance model
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probabilistic risk constraints
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contamination technique
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first order stochastic dominance constraints
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portfolio efficiency tests
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