Regularized robust optimization: the optimal portfolio execution case (Q2376119)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Regularized robust optimization: the optimal portfolio execution case |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized robust optimization: the optimal portfolio execution case |
scientific article |
Statements
Regularized robust optimization: the optimal portfolio execution case (English)
0 references
26 June 2013
0 references
robust optimization
0 references
estimation errors
0 references
portfolio optimization
0 references
price impact
0 references
