On robust mean-variance portfolios (Q2810108)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On robust mean-variance portfolios |
scientific article |
Statements
On robust mean-variance portfolios (English)
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31 May 2016
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robust optimization
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mean-variance portfolio theory
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ellipsoidal uncertainty
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adjustable robustness
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