Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190)
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: Global minimum variance portfolios under uncertainty: a robust optimization approach |
scientific article; zbMATH DE number 7175974
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Global minimum variance portfolios under uncertainty: a robust optimization approach |
scientific article; zbMATH DE number 7175974 |
Statements
Global minimum variance portfolios under uncertainty: a robust optimization approach (English)
0 references
28 February 2020
0 references
portfolio selection
0 references
multi-objective
0 references
robust optimization
0 references
relative robustness
0 references
absolute robustness
0 references
global minimum variance portfolio
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8800715804100037
0 references
0.8190472722053528
0 references
0.8183295726776123
0 references
0.8167084455490112
0 references
0.814544141292572
0 references
