Robust ranking and portfolio optimization
type: Item
instance of: scholarly article
title: Robust ranking and portfolio optimization
zbMATH Open document ID: 1253.91169
author: Tri-Dung Nguyen
author: Andrew W. Lo
published in: European Journal of Operational Research
publication date: 2012-12-29T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 90C47
Mathematics Subject Classification ID: 90B50
Mathematics Subject Classification ID: 90C11
zbMATH DE Number: 6119458
zbMATH Keywords: uncertainty modelling
zbMATH Keywords: network flows
zbMATH Keywords: portfolio optimization
zbMATH Keywords: ranking
zbMATH Keywords: mixed integer programming
MaRDI profile type: Publication
full work available at URL: j.ejor.2012.03.023
OpenAlex ID: W2083846390
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DOI: 10.1016/J.EJOR.2012.03.023
description: scientific article; zbMATH DE number 6119458