Robust portfolios: contributions from operations research and finance (Q993719): Difference between revisions
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scientific article | scientific article; zbMATH DE number 5788828 | ||
Latest revision as of 17:09, 11 July 2025
scientific article; zbMATH DE number 5788828
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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