Combined forecasts in portfolio optimization: a generalized approach (Q1762047)
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: Combined forecasts in portfolio optimization: a generalized approach |
scientific article; zbMATH DE number 6107514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combined forecasts in portfolio optimization: a generalized approach |
scientific article; zbMATH DE number 6107514 |
Statements
Combined forecasts in portfolio optimization: a generalized approach (English)
0 references
15 November 2012
0 references
multiple objective programming
0 references
risk management
0 references
global optimization
0 references
portfolio optimization
0 references
conic scalarization
0 references
F-MSG algorithm
0 references
0 references
0 references
