Robust portfolio selection under norm uncertainty (Q300545)

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Robust portfolio selection under norm uncertainty
scientific article

    Statements

    title
    Robust portfolio selection under norm uncertainty (English)
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    author
    Lei Wang
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    Xi Cheng
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    publication date
    28 June 2016
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    zbMATH Keywords
    portfolio selection
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    \((p,w)\)-norm
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    uncertainty set
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    linear optimization problem
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    Identifiers

    zbMATH DE Number
    6599131
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    Wikidata QID
    Q59467334
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