Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters
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Publication:1628291
DOI10.1007/s12046-018-0902-2zbMath1402.90106OpenAlexW2884849637WikidataQ129473989 ScholiaQ129473989MaRDI QIDQ1628291
U. C. Gupta, Pankaj Kumar, Geetanjali Panda
Publication date: 4 December 2018
Published in: Sādhanā (Search for Journal in Brave)
Full work available at URL: https://www.ias.ac.in/describe/article/sadh/043/09/0149
Stochastic programming (90C15) Financial applications of other theories (91G80) Portfolio theory (91G10)
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