Robust optimization and portfolio selection: the cost of robustness (Q421549): Difference between revisions
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Revision as of 00:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimization and portfolio selection: the cost of robustness |
scientific article |
Statements
Robust optimization and portfolio selection: the cost of robustness (English)
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14 May 2012
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uncertainty modelling
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robust optimization
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portfolio selection
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