On robust mean-variance portfolios (Q2810108)
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scientific article; zbMATH DE number 6587799
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| English | On robust mean-variance portfolios |
scientific article; zbMATH DE number 6587799 |
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On robust mean-variance portfolios (English)
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31 May 2016
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robust optimization
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mean-variance portfolio theory
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ellipsoidal uncertainty
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adjustable robustness
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0.8579040169715881
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0.8569088578224182
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0.8484076857566833
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0.8369044661521912
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0.8361064195632935
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