A log-robust optimization approach to portfolio management (Q626631)

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A log-robust optimization approach to portfolio management
scientific article

    Statements

    title
    A log-robust optimization approach to portfolio management (English)
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    author
    Ban Kawas
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    Aurélie Thiele
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    published in
    OR Spectrum
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    publication date
    18 February 2011
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    zbMATH Keywords
    robust optimization
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    portfolio management
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    convex optimization
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    90B50
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    90C25
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    90C31
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    zbMATH DE Number
    5853237
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