Robust portfolio selection under norm uncertainty (Q300545)

From MaRDI portal
Revision as of 23:57, 4 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Robust portfolio selection under norm uncertainty
scientific article

    Statements

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

    Identifiers

    zbMATH DE Number
    6599131
    0 references
    Wikidata QID
    Q59467334
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q300545&oldid=25511498"
    Powered by MediaWiki