Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (Q2460070)
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: Robust scenario optimization based on downside-risk measure for multi-period portfolio selection |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust scenario optimization based on downside-risk measure for multi-period portfolio selection |
scientific article |
Statements
Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (English)
0 references
14 November 2007
0 references
Finance
0 references
Risk
0 references
Multi-period portfolio selection
0 references
Stochastic programming
0 references
Discrete scenario tree
0 references
Downside risk
0 references
