Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints (Q6161249)
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scientific article; zbMATH DE number 7702735
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| English | Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints |
scientific article; zbMATH DE number 7702735 |
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Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints (English)
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27 June 2023
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foundations of banking origin
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robust C-VaR
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robust portfolio optimization
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0.7331427335739136
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0.7165637612342834
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0.7124329805374146
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0.7116509675979614
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