Robust multi-period and multi-objective portfolio selection
type: Item
instance of: scholarly article
title: Robust multi-period and multi-objective portfolio selection
zbMATH Open document ID: 1474.90310
author: Lin Jiang
author: Song Wang
published in: Journal of Industrial and Management Optimization
publication date: 2021-06-09T00:00:00Z
Mathematics Subject Classification ID: 90C17
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7356903
zbMATH Keywords: portfolio selection
zbMATH Keywords: robust optimization
zbMATH Keywords: multi-objective optimization
zbMATH Keywords: weighted-sum
MaRDI profile type: Publication
full work available at URL: jimo.2019130
OpenAlex ID: W2982372340
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DOI: 10.3934/JIMO.2019130
description: scientific article; zbMATH DE number 7356903