Distributionally robust end-to-end portfolio construction (Q6063322): Difference between revisions
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Revision as of 10:01, 30 July 2024
scientific article; zbMATH DE number 7762002
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally robust end-to-end portfolio construction |
scientific article; zbMATH DE number 7762002 |
Statements
Distributionally robust end-to-end portfolio construction (English)
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7 November 2023
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portfolio optimization
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asset allocation
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machine learning
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distributionally robust optimization
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statistical ambiguity
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