Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6971133
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio management with robustness in both prediction and decision: a mixture model based learning approach |
scientific article; zbMATH DE number 6971133 |
Statements
Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (English)
0 references
2 November 2018
0 references
portfolio selection
0 references
mixture model
0 references
robust optimization
0 references
Bayesian learning
0 references
conditional value-at-risk
0 references
0 references
0 references
0 references
0 references
0.7682862281799316
0 references
0.7585267424583435
0 references
0.7583733201026917
0 references
0.7571550011634827
0 references
0.7549891471862793
0 references
