Robust portfolio optimization with derivative insurance guarantees (Q531475): 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: 90C25 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5882517 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
robust optimization | |||
| Property / zbMATH Keywords: robust optimization / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
portfolio optimization | |||
| Property / zbMATH Keywords: portfolio optimization / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
portfolio insurance | |||
| Property / zbMATH Keywords: portfolio insurance / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
second-order cone programming | |||
| Property / zbMATH Keywords: second-order cone programming / rank | |||
Normal rank | |||
Revision as of 08:56, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio optimization with derivative insurance guarantees |
scientific article |
Statements
Robust portfolio optimization with derivative insurance guarantees (English)
0 references
29 April 2011
0 references
robust optimization
0 references
portfolio optimization
0 references
portfolio insurance
0 references
second-order cone programming
0 references
