On the role of norm constraints in portfolio selection (Q645500): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q210409 |
Changed an Item |
||
| Property / author | |||
| Property / author: Jun-Ya Gotoh / rank | |||
Normal rank | |||
Revision as of 03:19, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the role of norm constraints in portfolio selection |
scientific article |
Statements
On the role of norm constraints in portfolio selection (English)
0 references
15 November 2011
0 references
portfolio optimization
0 references
norm constraint
0 references
robust portfolio
0 references
tracking portfolio
0 references
CVar (conditional value-at-risk)
0 references
