Robust optimization and portfolio selection: the cost of robustness (Q421549): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C31 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6035015 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
uncertainty modelling | |||
| Property / zbMATH Keywords: uncertainty modelling / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
robust optimization | |||
| Property / zbMATH Keywords: robust optimization / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
portfolio selection | |||
| Property / zbMATH Keywords: portfolio selection / rank | |||
Normal rank | |||
Revision as of 20:47, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimization and portfolio selection: the cost of robustness |
scientific article |
Statements
Robust optimization and portfolio selection: the cost of robustness (English)
0 references
14 May 2012
0 references
uncertainty modelling
0 references
robust optimization
0 references
portfolio selection
0 references
