Robust investment strategies with discrete asset choice constraints using DC programming (Q3553750)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust investment strategies with discrete asset choice constraints using DC programming |
scientific article |
Statements
Robust investment strategies with discrete asset choice constraints using DC programming (English)
0 references
21 April 2010
0 references
DCA
0 references
worst-case analysis
0 references
mean-variance portfolios
0 references
