On Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach (Q6390488)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach |
scientific article; zbMATH DE number 7865027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach |
scientific article; zbMATH DE number 7865027 |
Statements
8 February 2022
0 references
math.OC
0 references
q-fin.CP
0 references
q-fin.PM
0 references
q-fin.RM
0 references
On solving robust log-optimal portfolio: A supporting hyperplane approximation approach (English)
0 references
