Robust portfolio selection problem under temperature uncertainty
Year of publication: |
16 January 2017
|
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Authors: | Gülpınar, Nalân ; Çanakoḡlu, Ethem |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 256.2017, 2 (16.1.), p. 500-523
|
Subject: | Robust investment decisions | Temperature uncertainty | Asset allocation | Weather derivatives | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Wetter | Weather | Derivat | Derivative | Entscheidung unter Unsicherheit | Decision under uncertainty | Robustes Verfahren | Robust statistics |
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