Log-robust portfolio management with parameter ambiguity (Q1789607): Difference between revisions
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Revision as of 22:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-robust portfolio management with parameter ambiguity |
scientific article |
Statements
Log-robust portfolio management with parameter ambiguity (English)
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10 October 2018
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robust optimization
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weighted sum of exponentials
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log-robust portfolio management
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inner linear approximation
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outer linear approximation
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