Showing 1 - 10 of 8,218
Persistent link: https://www.econbiz.de/10012939439
In this paper, we propose formulations and algorithms for robust portfolio optimization under both aleatory uncertainty (i.e., natural variability) and epistemic uncertainty (i.e., imprecise probabilistic information) arising from interval data. Epistemic uncertainty is represented using two...
Persistent link: https://www.econbiz.de/10012020120
Persistent link: https://www.econbiz.de/10015045703
Persistent link: https://www.econbiz.de/10009774897
Persistent link: https://www.econbiz.de/10010356735
Persistent link: https://www.econbiz.de/10011556541
Persistent link: https://www.econbiz.de/10011296715
Persistent link: https://www.econbiz.de/10012652713
Persistent link: https://www.econbiz.de/10011965635
Persistent link: https://www.econbiz.de/10012132710