Robust Portfolio Selection Problems (Q5704112): 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 22:57, 5 March 2024
scientific article; zbMATH DE number 2228277
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Portfolio Selection Problems |
scientific article; zbMATH DE number 2228277 |
Statements
Robust Portfolio Selection Problems (English)
0 references
11 November 2005
0 references
robust optimization
0 references
mean-variance portfolio selection
0 references
value-at-risk portfolio selection
0 references
second-order cone programming
0 references
linear regression
0 references
