Robust portfolio optimization: a conic programming approach (Q453610): Difference between revisions
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Revision as of 09:12, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio optimization: a conic programming approach |
scientific article |
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Robust portfolio optimization: a conic programming approach (English)
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27 September 2012
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mean variance optimization
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robust optimization
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conic programming
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