Short sales in log-robust portfolio management
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Publication:420886
DOI10.1016/j.ejor.2011.06.042zbMath1238.91138OpenAlexW1977321908MaRDI QIDQ420886
Publication date: 23 May 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.06.042
Related Items (9)
A survey of nonlinear robust optimization ⋮ Robust portfolio optimization: a categorized bibliographic review ⋮ Restricted risk measures and robust optimization ⋮ Adaptive moment estimation for universal portfolio selection strategy ⋮ Short sales in log-robust portfolio management ⋮ Recent advances in robust optimization: an overview ⋮ Robust portfolio selection for index tracking ⋮ Log-robust portfolio management with parameter ambiguity ⋮ Distributionally robust chance constraints for non-linear uncertainties
Uses Software
Cites Work
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