Robust portfolios: contributions from operations research and finance
type: Item
instance of: scholarly article
title: Robust portfolios: contributions from operations research and finance
zbMATH Open document ID: 1233.91243
author: Frank J. Fabozzi
author: Dashan Huang
author: Guofu Zhou
published in: Annals of Operations Research
publication date: 2010-09-20T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 90B50
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5788828
zbMATH Keywords: robust portfolio
zbMATH Keywords: mean-variance
zbMATH Keywords: mean-VaR
zbMATH Keywords: mean-CVaR
zbMATH Keywords: parameter uncertainty
zbMATH Keywords: model uncertainty
describes a project that uses: robustbase
MaRDI profile type: Publication
full work available at URL: s10479-009-0515-6
OpenAlex ID: W2134919172
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Robust portfolios: contributions from operations research and finance (DOI)
DOI: 10.1007/S10479-009-0515-6