Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio management with robustness in both prediction and decision: a mixture model based learning approach |
scientific article |
Statements
Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (English)
0 references
2 November 2018
0 references
portfolio selection
0 references
mixture model
0 references
robust optimization
0 references
Bayesian learning
0 references
conditional value-at-risk
0 references
0 references
0 references
0 references
