A unified model for regularized and robust portfolio optimization (Q2007869)
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 7135271
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A unified model for regularized and robust portfolio optimization |
scientific article; zbMATH DE number 7135271 |
Statements
A unified model for regularized and robust portfolio optimization (English)
0 references
22 November 2019
0 references
covariance regularization
0 references
robust optimization
0 references
portfolio selection
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8044032454490662
0 references
0.7933751940727234
0 references
0.777317464351654
0 references
0.7732645869255066
0 references
0.7698546648025513
0 references
