Robustness-based portfolio optimization under epistemic uncertainty
Year of publication: |
2019
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Authors: | Asadujjaman, Md. ; Zaman, Kais |
Published in: |
Journal of industrial engineering international. - Heidelberg : SpringerOpen, ISSN 2251-712X, ZDB-ID 2664907-X. - Vol. 15.2019, 2, p. 207-219
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Subject: | Robust Optimization | Portfolio Optimization | Epistemic Uncertainty | Maximum Likelihood Estimation | Theorie | Theory | Experiment | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Risiko | Risk | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1007/s40092-018-0292-4 [DOI] hdl:10419/267625 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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