Robust multiobjective optimization \& applications in portfolio optimization (Q2514713)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Robust multiobjective optimization \& applications in portfolio optimization
scientific article

    Statements

    Robust multiobjective optimization \& applications in portfolio optimization (English)
    0 references
    0 references
    0 references
    3 February 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    robustification
    0 references
    uncertainty
    0 references
    Markowitz problem
    0 references
    multiobjective optimization
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references