International portfolio management with affine policies (Q1927003): Difference between revisions
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| Property / DOI: 10.1016/j.ejor.2012.06.001 / rank | |||
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Latest revision as of 13:11, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | International portfolio management with affine policies |
scientific article |
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International portfolio management with affine policies (English)
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29 December 2012
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linear decision rules
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robust optimization
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multistage portfolio optimization
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semidefinite programming
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worst case value-at-risk
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