Robust worst-case optimal investment (Q2516638)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust worst-case optimal investment |
scientific article |
Statements
Robust worst-case optimal investment (English)
0 references
3 August 2015
0 references
worst case
0 references
crash scenario
0 references
robust optimization
0 references
knightian uncertainty
0 references
efficiency
0 references
min-max approach
0 references
0 references
0 references
