Stability advances in robust portfolio optimization under parallelepiped uncertainty (Q1725837)
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scientific article; zbMATH DE number 7024048
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| English | Stability advances in robust portfolio optimization under parallelepiped uncertainty |
scientific article; zbMATH DE number 7024048 |
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Stability advances in robust portfolio optimization under parallelepiped uncertainty (English)
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15 February 2019
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robustness and sensitivity analysis
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robust optimization
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robust conditional value-at-risk
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parallelepiped uncertainty
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risk management
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