Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set |
scientific article |
Statements
Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (English)
0 references
26 May 2020
0 references
risk management
0 references
robust portfolio optimization
0 references
lower partial moment
0 references
asymmetric uncertainty set
0 references
multi-period portfolio selection
0 references
