The research progress of robust portfolio optimization

MaRDI QIDQ5499443zbMATH OpenFDO

Authors Xikun Liang, Dong Zheng, Cheng-Xian Xu

Publication date 11 February 2015

zbMATH Keywords

mean-variance modelportfolio selectionrobust optimization

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10)

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Cited in

(3)

• Recent advancements in robust optimization for investment management
• Recent developments in robust portfolios with a worst-case approach
• Robust portfolio optimization: a categorized bibliographic review

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