Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045)
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scientific article; zbMATH DE number 6876523
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| English | Robust multiobjective portfolio optimization: A minimax regret approach |
scientific article; zbMATH DE number 6876523 |
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Robust multiobjective portfolio optimization: A minimax regret approach (English)
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30 May 2018
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multiple objective programming
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portfolio optimization
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minimax regret
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robustness
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0.7812824249267578
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0.781184196472168
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0.7809924483299255
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0.778865396976471
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0.7785025238990784
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