Robust portfolios: contributions from operations research and finance (Q993719)
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scientific article; zbMATH DE number 5788828
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| English | Robust portfolios: contributions from operations research and finance |
scientific article; zbMATH DE number 5788828 |
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Robust portfolios: contributions from operations research and finance (English)
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20 September 2010
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robust portfolio
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mean-variance
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mean-VaR
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mean-CVaR
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parameter uncertainty
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model uncertainty
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0.8543016314506531
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0.8536174297332764
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0.8420495390892029
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0.8369044661521912
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0.8363510370254517
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