Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Q3637367): Difference between revisions
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Revision as of 14:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach |
scientific article |
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Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (English)
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9 July 2009
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