Cardinality-constrained distributionally robust portfolio optimization (Q6112845)
From MaRDI portal
scientific article; zbMATH DE number 7709394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cardinality-constrained distributionally robust portfolio optimization |
scientific article; zbMATH DE number 7709394 |
Statements
Cardinality-constrained distributionally robust portfolio optimization (English)
0 references
10 July 2023
0 references
portfolio optimization
0 references
mixed-integer semidefinite optimization
0 references
distributionally robust optimization
0 references
cutting-plane algorithm
0 references
matrix completion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
