Robust optimization and portfolio selection: the cost of robustness (Q421549)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimization and portfolio selection: the cost of robustness |
scientific article |
Statements
Robust optimization and portfolio selection: the cost of robustness (English)
0 references
14 May 2012
0 references
uncertainty modelling
0 references
robust optimization
0 references
portfolio selection
0 references
