Robust multiobjective optimization \& applications in portfolio optimization (Q2514713)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6395711
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust multiobjective optimization \& applications in portfolio optimization |
scientific article; zbMATH DE number 6395711 |
Statements
Robust multiobjective optimization \& applications in portfolio optimization (English)
0 references
3 February 2015
0 references
robustification
0 references
uncertainty
0 references
Markowitz problem
0 references
multiobjective optimization
0 references
0 references
0.9389448
0 references
0.9372291
0 references
0.9341844
0 references
0 references
0.91601497
0 references
0.90958035
0 references
0.9094245
0 references
0.9072774
0 references
0 references
