Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503)
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scientific article; zbMATH DE number 7768637
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| English | Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions |
scientific article; zbMATH DE number 7768637 |
Statements
Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (English)
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21 November 2023
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robust optimization
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portfolio selection
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relative robustness
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minimax regret
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0.9477371
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0.92935324
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0.9235677
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0.9194188
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0.91763914
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0.91439354
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