Robust optimization and portfolio selection: the cost of robustness (Q421549)

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Robust optimization and portfolio selection: the cost of robustness
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    Statements

    title
    Robust optimization and portfolio selection: the cost of robustness (English)
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    author
    Christine Gregory
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    Kenneth Darby-Dowman
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    Gautam Mitra
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    publication date
    14 May 2012
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    zbMATH Keywords
    uncertainty modelling
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    robust optimization
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    portfolio selection
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    Identifiers

    zbMATH DE Number
    6035015
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