A review on ambiguity in stochastic portfolio optimization (Q1711083)
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scientific article; zbMATH DE number 7002696
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A review on ambiguity in stochastic portfolio optimization |
scientific article; zbMATH DE number 7002696 |
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A review on ambiguity in stochastic portfolio optimization (English)
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16 January 2019
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stochastic optimization
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robustness
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portfolio optimization
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model uncertainty
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dependence uncertainty
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0.7953550815582275
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0.7919870615005493
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0.790467381477356
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0.7882706522941589
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0.7835863828659058
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