Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293)
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scientific article; zbMATH DE number 6136275
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection |
scientific article; zbMATH DE number 6136275 |
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Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (English)
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14 February 2013
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chance constrained programming
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scenario approximation
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portfolio selection
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0.8539668
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0.85310614
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0.85027355
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0.84521806
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0.8451908
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0.8439941
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0.8432537
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0.8429938
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