Robust optimization approaches for portfolio selection: a comparative analysis

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Publication:6601529

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DOI10.1007/s10479-021-04177-yMaRDI QIDQ6601529

Antonios Georgantas, Constantin Zopounidis, Michalis Doumpos

Publication date: 10 September 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

robust optimization portfolio selection financial risk management comparative analysis

Mathematics Subject Classification ID

Portfolio theory (91G10) Robustness in mathematical programming (90C17)

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