Robust portfolio optimization with copulas (Q2256232)
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: Robust portfolio optimization with copulas |
scientific article; zbMATH DE number 6405997
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust portfolio optimization with copulas |
scientific article; zbMATH DE number 6405997 |
Statements
Robust portfolio optimization with copulas (English)
0 references
19 February 2015
0 references
convex programming
0 references
robust optimization
0 references
copulas
0 references
0.8483527898788452
0 references
0.8458383679389954
0 references
0.8331629037857056
0 references
0.8185451030731201
0 references
