Uncertain portfolio optimization problem based on moment information (Q5127780)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7266883
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Uncertain portfolio optimization problem based on moment information |
scientific article; zbMATH DE number 7266883 |
Statements
27 October 2020
0 references
portfolio
0 references
moment information
0 references
uncertainty
0 references
conditional value at risk
0 references
0.788958728313446
0 references
0.7841185927391052
0 references
0.7814640998840332
0 references
0.7781787514686584
0 references
0.7781320810317993
0 references
