A numerical study for robust active portfolio management with worst-case downside risk measure

DOI10.1155/2014/912389zbMath1407.91227OpenAlexW2002571546WikidataQ59070671 ScholiaQ59070671MaRDI QIDQ1719373

Le Tang, Ai-Fan Ling

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/912389

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Portfolio theory (91G10)

Cites Work

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