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Reliability in portfolio optimization using uncertain estimates - MaRDI portal

Reliability in portfolio optimization using uncertain estimates (Q6108888)

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scientific article; zbMATH DE number 7705114
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English
Reliability in portfolio optimization using uncertain estimates
scientific article; zbMATH DE number 7705114

    Statements

    title
    Reliability in portfolio optimization using uncertain estimates (English)
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    author
    Raghu Nandan Sengupta
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    Rachit Seth
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    Peter Winker
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    publication date
    30 June 2023
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    zbMATH Keywords
    financial optimization
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    uncertainty
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    reliability analysis
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    risk analysis
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    value at risk
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    block bootstrap
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    Identifiers

    zbMATH DE Number
    7705114
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    OpenAlex ID
    W4284975544
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