A review on ambiguity in stochastic portfolio optimization
type: Item
instance of: scholarly article
title: A review on ambiguity in stochastic portfolio optimization
zbMATH Open document ID: 1416.90026
author: Georg Ch. Pflug
author: Mathias Pohl
published in: Set-Valued and Variational Analysis
publication date: 2019-01-16T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7002696
zbMATH Keywords: stochastic optimization
zbMATH Keywords: robustness
zbMATH Keywords: portfolio optimization
zbMATH Keywords: model uncertainty
zbMATH Keywords: dependence uncertainty
Wikidata QID: Q59607524
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: s11228-017-0458-z
OpenAlex ID: W2767515154
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DOI: 10.1007/S11228-017-0458-Z
description: scientific article; zbMATH DE number 7002696