Using medians in portfolio optimization
Year of publication: |
2015
|
---|---|
Authors: | Benati, Stefano |
Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 66.2015, 5, p. 720-731
|
Subject: | finance | risk management | portfolio models | mixed-integer linear programming | robust statistics | Theorie | Theory | Risikomanagement | Risk management | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection |
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