On robust mean-variance portfolios (Q2810108)
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: On robust mean-variance portfolios |
scientific article; zbMATH DE number 6587799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On robust mean-variance portfolios |
scientific article; zbMATH DE number 6587799 |
Statements
On robust mean-variance portfolios (English)
0 references
31 May 2016
0 references
robust optimization
0 references
mean-variance portfolio theory
0 references
ellipsoidal uncertainty
0 references
adjustable robustness
0 references
0 references
0 references
