The worst-case discounted regret portfolio optimization problem (Q274372)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The worst-case discounted regret portfolio optimization problem |
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The worst-case discounted regret portfolio optimization problem (English)
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22 April 2016
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linearization method
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discounted regret portfolio optimization
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robust optimization
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uncertain distributions
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linear programming
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