Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach
type: Item
instance of: scholarly article
title: Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach
zbMATH Open document ID: 1416.91355
published in: Annals of Operations Research
publication date: 2018-10-31T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 28B20
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6969592
zbMATH Keywords: Markowitz's model
zbMATH Keywords: set-valued measure
zbMATH Keywords: probability multimeasure
zbMATH Keywords: portfolio optimization
zbMATH Keywords: efficient frontier
author: Davide La Torre
author: F. Mendivil
MaRDI profile type: Publication
full work available at URL: s10479-016-2298-x
OpenAlex ID: W2516131933
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DOI: 10.1007/S10479-016-2298-X
description: scientific article; zbMATH DE number 6969592