A new approach for worst-case regret portfolio optimization problem (Q2321628)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach for worst-case regret portfolio optimization problem |
scientific article |
Statements
A new approach for worst-case regret portfolio optimization problem (English)
0 references
23 August 2019
0 references
portfolio optimization
0 references
worst-case regret
0 references
robust optimization
0 references
linearization
0 references
reformulation
0 references
0 references
0 references
