Uncertain portfolio optimization problem under a minimax risk measure (Q1985202)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncertain portfolio optimization problem under a minimax risk measure |
scientific article |
Statements
Uncertain portfolio optimization problem under a minimax risk measure (English)
0 references
7 April 2020
0 references
portfolio optimization
0 references
minimax risk measure
0 references
uncertain variable
0 references
analytic solution
0 references
