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On robust mean-variance portfolios - MaRDI portal

On robust mean-variance portfolios (Q2810108)

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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

    title
    On robust mean-variance portfolios (English)
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    published in
    Optimization
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    publication date
    31 May 2016
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    zbMATH Keywords
    robust optimization
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    mean-variance portfolio theory
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    ellipsoidal uncertainty
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    adjustable robustness
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    author
    Mustafa Ç. Pınar
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    Identifiers

    zbMATH DE Number
    6587799
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    OpenAlex ID
    W2332315911
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