Log-robust portfolio management with parameter ambiguity (Q1789607)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Log-robust portfolio management with parameter ambiguity |
scientific article; zbMATH DE number 6950374
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Log-robust portfolio management with parameter ambiguity |
scientific article; zbMATH DE number 6950374 |
Statements
Log-robust portfolio management with parameter ambiguity (English)
0 references
10 October 2018
0 references
robust optimization
0 references
weighted sum of exponentials
0 references
log-robust portfolio management
0 references
inner linear approximation
0 references
outer linear approximation
0 references
0 references
0 references
