Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930)
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scientific article; zbMATH DE number 6971133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio management with robustness in both prediction and decision: a mixture model based learning approach |
scientific article; zbMATH DE number 6971133 |
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Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (English)
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2 November 2018
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portfolio selection
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mixture model
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robust optimization
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Bayesian learning
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conditional value-at-risk
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