Robust portfolio optimization using second-order cone programming
Fiona Kolbert and Laurence Wormald
| Year of publication: |
2010
|
|---|---|
| Authors: | Kolbert, Fiona ; Wormald, Laurence |
| Published in: |
Optimizing optimization : the next generation of optimization applications and theory. - Amsterdam [u.a.] : Academic, ISBN 0-12-374952-2. - 2010, p. 3-22
|
| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003939044