Robust portfolio selection under norm uncertainty (Q300545)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio selection under norm uncertainty |
scientific article |
Statements
Robust portfolio selection under norm uncertainty (English)
0 references
28 June 2016
0 references
portfolio selection
0 references
\((p,w)\)-norm
0 references
uncertainty set
0 references
linear optimization problem
0 references
0 references
