Worst-case analysis of Gini mean difference safety measure
type: Item
instance of: scholarly article
title: Worst-case analysis of Gini mean difference safety measure
zbMATH Open document ID: 1476.91159
author: Ruchika Sehgal
author: Aparna Mehra
published in: Journal of Industrial and Management Optimization
publication date: 2021-09-10T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 62G35
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 7394157
zbMATH Keywords: portfolio selection robust optimization
zbMATH Keywords: Gini mean difference
zbMATH Keywords: mixed uncertainty
zbMATH Keywords: interval+ polyhedral uncertainty
MaRDI profile type: Publication
full work available at URL: jimo.2020037
OpenAlex ID: W3008651224
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DOI: 10.3934/JIMO.2020037
description: scientific article; zbMATH DE number 7394157