A Hybrid Approach of Optimization and Sampling for Robust Portfolio Selection
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Publication:4596233
DOI10.1007/978-3-319-42902-1_43zbMath1375.90232OpenAlexW2591740586MaRDI QIDQ4596233
Publication date: 1 December 2017
Published in: Operations Research Proceedings (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-42902-1_43
Stochastic programming (90C15) Financial applications of other theories (91G80) Portfolio theory (91G10)