Robust portfolio selection with a combined WCVaR and factor model (Q2358869)

From MaRDI portal
Revision as of 23:31, 13 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Robust portfolio selection with a combined WCVaR and factor model
scientific article

    Statements

    Robust portfolio selection with a combined WCVaR and factor model (English)
    0 references
    0 references
    0 references
    16 June 2017
    0 references
    portfolio selection
    0 references
    worst-case conditional value-at-risk
    0 references
    multi-factor model
    0 references
    linear programming
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references