Robust portfolio optimization: a conic programming approach (Q453610)
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 portfolio optimization: a conic programming approach |
scientific article; zbMATH DE number 6087668
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust portfolio optimization: a conic programming approach |
scientific article; zbMATH DE number 6087668 |
Statements
Robust portfolio optimization: a conic programming approach (English)
0 references
27 September 2012
0 references
mean variance optimization
0 references
robust optimization
0 references
conic programming
0 references
0 references
0.98732394
0 references
0.9248738
0 references
0 references
0 references
0.9192013
0 references
0.91286105
0 references
0.9072774
0 references
0.90310925
0 references
0.9030069
0 references
