Robust portfolio selection problem under temperature uncertainty
type: Item
instance of: scholarly article
title: Robust portfolio selection problem under temperature uncertainty
zbMATH Open document ID: 1395.91445
published in: European Journal of Operational Research
publication date: 2018-05-24T00:00:00Z
full work available at URL: WRAP 1-s2.0-S0377221716303836-main (1).pdf
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C31
Mathematics Subject Classification ID: 86A32
zbMATH DE Number: 6872223
zbMATH Keywords: robust investment decisions
zbMATH Keywords: temperature uncertainty
zbMATH Keywords: asset allocation
zbMATH Keywords: weather derivatives
author: Nalân Gülpinar
author: Ethem Çanakoğlu
describes a project that uses: QRM
MaRDI profile type: Publication
OpenAlex ID: W2472380084
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DOI: 10.1016/J.EJOR.2016.05.046
description: scientific article; zbMATH DE number 6872223