Robust Portfolio Selection Problems (Q5704112)
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scientific article; zbMATH DE number 2228277
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Portfolio Selection Problems |
scientific article; zbMATH DE number 2228277 |
Statements
Robust Portfolio Selection Problems (English)
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11 November 2005
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robust optimization
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mean-variance portfolio selection
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value-at-risk portfolio selection
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second-order cone programming
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linear regression
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