Regularized robust optimization: the optimal portfolio execution case (Q2376119)
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scientific article; zbMATH DE number 6181351
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Regularized robust optimization: the optimal portfolio execution case |
scientific article; zbMATH DE number 6181351 |
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Regularized robust optimization: the optimal portfolio execution case (English)
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26 June 2013
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robust optimization
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estimation errors
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portfolio optimization
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price impact
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0.772466242313385
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0.7719000577926636
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0.7503377199172974
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0.7481240034103394
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0.7478859424591064
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