Weight bound constraints in mean-variance models : a robust control theory foundation via machine learning

Gilles Boevi Koumou

Year of publication:	2024
Authors:	Koumou, Gilles Boevi
Subject:	Estimation errors \| Machine learning \| Mean-variance model \| One-class classification \| Robust control theory \| Robust optimization \| Support vector data description \| Weight bound constraints \| Robustes Verfahren \| Robust statistics \| Künstliche Intelligenz \| Artificial intelligence \| Kontrolltheorie \| Control theory \| Portfolio-Management \| Portfolio selection \| Mathematische Optimierung \| Mathematical programming \| Schätztheorie \| Estimation theory \| Klassifikation \| Classification

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1080/14697688.2024.2358954 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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