Good deals and benchmarks in robust portfolio selection (Q322536): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6636078 / rank | |||
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| Property / zbMATH Keywords | |||
ambiguity | |||
| Property / zbMATH Keywords: ambiguity / rank | |||
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robust portfolio selection | |||
| Property / zbMATH Keywords: robust portfolio selection / rank | |||
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coherent risk under ambiguity | |||
| Property / zbMATH Keywords: coherent risk under ambiguity / rank | |||
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benchmark and CAPM | |||
| Property / zbMATH Keywords: benchmark and CAPM / rank | |||
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| Property / zbMATH Keywords | |||
good deal | |||
| Property / zbMATH Keywords: good deal / rank | |||
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Revision as of 02:16, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Good deals and benchmarks in robust portfolio selection |
scientific article |
Statements
Good deals and benchmarks in robust portfolio selection (English)
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7 October 2016
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ambiguity
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robust portfolio selection
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coherent risk under ambiguity
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benchmark and CAPM
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good deal
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