Robust investment strategies with discrete asset choice constraints using DC programming (Q3553750)
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: Robust investment strategies with discrete asset choice constraints using DC programming |
scientific article; zbMATH DE number 5696665
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust investment strategies with discrete asset choice constraints using DC programming |
scientific article; zbMATH DE number 5696665 |
Statements
Robust investment strategies with discrete asset choice constraints using DC programming (English)
0 references
21 April 2010
0 references
DCA
0 references
worst-case analysis
0 references
mean-variance portfolios
0 references
0 references
0 references
0.8059986233711243
0 references
0.7999739050865173
0 references
0.7751333117485046
0 references
0.7700859904289246
0 references
