Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Q3637367)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach |
scientific article |
Statements
Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (English)
0 references
9 July 2009
0 references
