Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach (Q1615957)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach |
scientific article; zbMATH DE number 6969592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach |
scientific article; zbMATH DE number 6969592 |
Statements
Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach (English)
0 references
31 October 2018
0 references
Markowitz's model
0 references
set-valued measure
0 references
probability multimeasure
0 references
portfolio optimization
0 references
efficient frontier
0 references
0 references
0 references
0 references
0 references
0 references
