Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (Q2460070): Difference between revisions
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Revision as of 12:01, 27 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust scenario optimization based on downside-risk measure for multi-period portfolio selection |
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Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (English)
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14 November 2007
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Finance
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Risk
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Multi-period portfolio selection
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Stochastic programming
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Discrete scenario tree
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Downside risk
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