Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Ariel Neufeld, Mario Šikić
| Year of publication: |
2019
|
|---|---|
| Authors: | Neufeld, Ariel ; Ṥikić, Mario |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 90.2019, 2, p. 229-253
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| Subject: | Nonconcave robust optimization | Robust utility maximization | Knightian uncertainty | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Robustes Verfahren | Robust statistics | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-019-00669-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012132710