Robust portfolio selection problem under temperature uncertainty (Q1752220)
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scientific article; zbMATH DE number 6872223
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust portfolio selection problem under temperature uncertainty |
scientific article; zbMATH DE number 6872223 |
Statements
Robust portfolio selection problem under temperature uncertainty (English)
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24 May 2018
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robust investment decisions
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temperature uncertainty
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asset allocation
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weather derivatives
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0.7708045244216919
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0.7558769583702087
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0.7499789595603943
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