Minimizing loss probability bounds for portfolio selection (Q439383)
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scientific article; zbMATH DE number 6066791
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Minimizing loss probability bounds for portfolio selection |
scientific article; zbMATH DE number 6066791 |
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Minimizing loss probability bounds for portfolio selection (English)
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16 August 2012
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finance
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portfolio optimization
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CVaR (conditional value-at-risk)
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SVM (support vector machine)
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fractional programming
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0.769398033618927
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0.7582771182060242
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0.7544550895690918
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0.7516372799873352
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0.7494823336601257
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