Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global minimum variance portfolios under uncertainty: a robust optimization approach |
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Global minimum variance portfolios under uncertainty: a robust optimization approach (English)
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28 February 2020
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portfolio selection
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multi-objective
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robust optimization
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relative robustness
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absolute robustness
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global minimum variance portfolio
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