Robust asset allocation (Q2386659)
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scientific article; zbMATH DE number 2198898
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust asset allocation |
scientific article; zbMATH DE number 2198898 |
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Robust asset allocation (English)
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25 August 2005
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robust optimization
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mean-variance optimization
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saddle-point problems
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0.93808603
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0.93808603
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0.9259388
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0.9139316
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0.8852911
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