Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087)
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 7221675
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration |
scientific article; zbMATH DE number 7221675 |
Statements
Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (English)
0 references
16 July 2020
0 references
cross-market mixed portfolio
0 references
hierarchical risk integration
0 references
multi-objective robust optimization
0 references
worst-case value at risk
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7499033212661743
0 references
0.7422351837158203
0 references
0.7407242059707642
0 references
0.7346409559249878
0 references
0.7322428226470947
0 references
