Stability advances in robust portfolio optimization under parallelepiped uncertainty
type: Item
instance of: scholarly article
title: Stability advances in robust portfolio optimization under parallelepiped uncertainty
author: Güray Kara
author: Ayşe Özmen
author: Gerhard-Wilhelm Weber
published in: CEJOR. Central European Journal of Operations Research
publication date: 2019-02-15T00:00:00Z
full work available at URL: http://hdl.handle.net/11250/2492740
Mathematics Subject Classification ID: 90Bxx
zbMATH DE Number: 7024048
zbMATH Keywords: robustness and sensitivity analysis
zbMATH Keywords: robust optimization
zbMATH Keywords: robust conditional value-at-risk
zbMATH Keywords: parallelepiped uncertainty
zbMATH Keywords: risk management
MaRDI profile type: Publication
OpenAlex ID: W2768613765
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DOI: 10.1007/S10100-017-0508-5
description: scientific article; zbMATH DE number 7024048