Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087)
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scientific article; zbMATH DE number 7221675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration |
scientific article; zbMATH DE number 7221675 |
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Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (English)
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16 July 2020
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cross-market mixed portfolio
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hierarchical risk integration
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multi-objective robust optimization
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worst-case value at risk
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