Combined forecasts in portfolio optimization: a generalized approach (Q1762047): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:36, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Combined forecasts in portfolio optimization: a generalized approach |
scientific article |
Statements
Combined forecasts in portfolio optimization: a generalized approach (English)
0 references
15 November 2012
0 references
multiple objective programming
0 references
risk management
0 references
global optimization
0 references
portfolio optimization
0 references
conic scalarization
0 references
F-MSG algorithm
0 references