Portfolio selection under model uncertainty: a penalized moment-based optimization approach (Q1955553): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection under model uncertainty: a penalized moment-based optimization approach |
scientific article |
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Portfolio selection under model uncertainty: a penalized moment-based optimization approach (English)
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14 June 2013
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portfolio selection
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model uncertainty
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distributionally robust optimization
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penalty method
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