Robust portfolio selection problems : a comprehensive review
Alireza Ghahtarani, Ahmed Saif, Alireza Ghasemi
| Year of publication: |
2022
|
|---|---|
| Authors: | Ghahtarani, Alireza ; Saif, Ahmed ; Ghasemi, Alireza |
| Subject: | Comprehensive literature review | Portfolio selection problem | Robust optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12351-022-00690-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013445378