Robust portfolio selection under norm uncertainty (Q300545)
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scientific article; zbMATH DE number 6599131
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio selection under norm uncertainty |
scientific article; zbMATH DE number 6599131 |
Statements
Robust portfolio selection under norm uncertainty (English)
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28 June 2016
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portfolio selection
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\((p,w)\)-norm
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uncertainty set
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linear optimization problem
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0.92935324
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0.9240159
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0.91942453
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0.91321045
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