A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set (Q623460)
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scientific article; zbMATH DE number 5851506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set |
scientific article; zbMATH DE number 5851506 |
Statements
A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set (English)
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14 February 2011
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robust portfolio selection
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ellipsoidal uncertainty set
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cone programming
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