The worst-case discounted regret portfolio optimization problem (Q274372)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The worst-case discounted regret portfolio optimization problem |
scientific article; zbMATH DE number 6572746
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The worst-case discounted regret portfolio optimization problem |
scientific article; zbMATH DE number 6572746 |
Statements
The worst-case discounted regret portfolio optimization problem (English)
0 references
22 April 2016
0 references
linearization method
0 references
discounted regret portfolio optimization
0 references
robust optimization
0 references
uncertain distributions
0 references
linear programming
0 references
0.9484088
0 references
0.9322688
0 references
0 references
0.90627444
0 references
0.89246273
0 references
0.88882923
0 references
0.88675785
0 references
0.88649416
0 references
0.87477875
0 references
