Recent developments in robust portfolios with a worst-case approach (Q2247918): Difference between revisions
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Revision as of 19:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recent developments in robust portfolios with a worst-case approach |
scientific article |
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Recent developments in robust portfolios with a worst-case approach (English)
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30 June 2014
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mean-variance model
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robust portfolio
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worst-case optimization
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uncertainty sets
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