Showing 1 - 10 of 43,752
The question we address is how robust solutions react to changes in the uncertainty set. We prove the location of robust solutions with respect to the magnitude of a possible decrease in uncertainty, namely when the uncertainty set shrinks, and convergence of the sequence of robust solutions. In...
Persistent link: https://www.econbiz.de/10011957032
Persistent link: https://www.econbiz.de/10010403699
Persistent link: https://www.econbiz.de/10014440197
Persistent link: https://www.econbiz.de/10014456270
Persistent link: https://www.econbiz.de/10012820157
Persistent link: https://www.econbiz.de/10012502419
Persistent link: https://www.econbiz.de/10012058915
Persistent link: https://www.econbiz.de/10011765029
Persistent link: https://www.econbiz.de/10011349633
discussed empirically based on portfolio return and risk. …
Persistent link: https://www.econbiz.de/10012020120