scientific article; zbMATH DE number 6736772

zbMath1371.91161MaRDI QIDQ5270049

Somayyeh Lotfi, Farshid Mehrdoust, Maziar Salahi

Publication date: 29 June 2017

Full work available at URL: http://jmm.guilan.ac.ir/article_2004.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

robust optimizationconditional value-at-riskdata ambiguitypolyhedral ambiguity set

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Portfolio theory (91G10)

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