Worst-case values of target semi-variances with applications to robust portfolio selection (Q6869778)
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scientific article; zbMATH DE number 8149635
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| English | Worst-case values of target semi-variances with applications to robust portfolio selection |
scientific article; zbMATH DE number 8149635 |
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Worst-case values of target semi-variances with applications to robust portfolio selection (English)
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22 January 2026
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downside risk
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target semi-variance
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worst-case risk measure
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distribution uncertainty
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distributionally robust optimization
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robust portfolio selection
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