A log-robust optimization approach to portfolio management (Q626631)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A log-robust optimization approach to portfolio management |
scientific article |
Statements
A log-robust optimization approach to portfolio management (English)
0 references
18 February 2011
0 references
robust optimization
0 references
portfolio management
0 references
convex optimization
0 references
