Probability maximization models for portfolio selection under ambiguity (Q623758)
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scientific article; zbMATH DE number 5847854
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| English | Probability maximization models for portfolio selection under ambiguity |
scientific article; zbMATH DE number 5847854 |
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Probability maximization models for portfolio selection under ambiguity (English)
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8 February 2011
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portfolio selection problem
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stochastic programming
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probability maximization model
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multi-scenario model
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0.92003095
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0.9177488
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0.9174487
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0.9170549
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0.91351724
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0.9112215
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0.9079175
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0.90602493
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0.90154845
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