A stochastic programming approach to multicriteria portfolio optimization (Q377738): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C15
@@ Property / Mathematics Subject Classification ID: 90C15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C29
@@ Property / Mathematics Subject Classification ID: 90C29 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6223477
@@ Property / zbMATH DE Number: 6223477 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio optimization
@@ Property / zbMATH Keywords: portfolio optimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic programming
@@ Property / zbMATH Keywords: stochastic programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+market efficiency
@@ Property / zbMATH Keywords: market efficiency / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multicriteria
@@ Property / zbMATH Keywords: multicriteria / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+liquidity
@@ Property / zbMATH Keywords: liquidity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional value at risk
@@ Property / zbMATH Keywords: conditional value at risk / rank @@
+Normal rank

Revision as of 10:58, 29 June 2023