A review on ambiguity in stochastic portfolio optimization (Q1711083)
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scientific article; zbMATH DE number 7002696
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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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