Robust conditional expectation reward-risk performance measures (Q2036926)
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scientific article; zbMATH DE number 7365121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust conditional expectation reward-risk performance measures |
scientific article; zbMATH DE number 7365121 |
Statements
Robust conditional expectation reward-risk performance measures (English)
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30 June 2021
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portfolio selection
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robust portfolio optimization
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KOT and JTOK performance measures
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early-warning system
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0.7583439946174622
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0.7460940480232239
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0.7443505525588989
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0.7403837442398071
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0.7369316220283508
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