Robust portfolio selection problems : a comprehensive review
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 |
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