Robust Portfolio Optimization with Respect to Spectral Risk Measures Under Correlation Uncertainty
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1432-0606
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
online resource.
- Erschienen in
-
Robust Portfolio Optimization with Respect to Spectral Risk Measures Under Correlation Uncertainty ; volume:86 ; number:1 ; day:7 ; month:6 ; year:2022 ; pages:1-29 ; date:8.2022
Applied mathematics & optimization ; 86, Heft 1 (7.6.2022), 1-29, 8.2022
- Klassifikation
-
Wirtschaft
- Urheber
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
-
10.1007/s00245-022-09856-1
- URN
-
urn:nbn:de:101:1-2022082321535803084631
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:36 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Tsang, Man Yiu
- Sit, Tony
- Wong, Hoi Ying
- SpringerLink (Online service)
Ähnliche Objekte (12)
Robust portfolio selection under norm uncertainty
Robuste Portfolio-Optimierung
A study of robust portfolio optimization with European options using polyhedral uncertainty sets
Portfolio liquidation under factor uncertainty
Robust optimization-based commodity portfolio performance
Geometrical framework for robust portfolio optimization
Robuste Portfolio-Optimierung in Lévy-Märkten
Coping with uncertainty : robust solutions
Exchange Rate Uncertainty and International Portfolio Flows
Exchange rate uncertainty and international portfolio flows
Robustness-based portfolio optimization under epistemic uncertainty
Exchange rate uncertainty and international portfolio flows
Robust portfolio selection under norm uncertainty
Robuste Portfolio-Optimierung
A study of robust portfolio optimization with European options using polyhedral uncertainty sets
Portfolio liquidation under factor uncertainty
Robust optimization-based commodity portfolio performance
Geometrical framework for robust portfolio optimization
Robuste Portfolio-Optimierung in Lévy-Märkten
Coping with uncertainty : robust solutions
Exchange Rate Uncertainty and International Portfolio Flows
Exchange rate uncertainty and international portfolio flows
Robustness-based portfolio optimization under epistemic uncertainty
Exchange rate uncertainty and international portfolio flows
Robust portfolio selection under norm uncertainty
Robuste Portfolio-Optimierung
A study of robust portfolio optimization with European options using polyhedral uncertainty sets
Portfolio liquidation under factor uncertainty
Robust optimization-based commodity portfolio performance
Geometrical framework for robust portfolio optimization
Robuste Portfolio-Optimierung in Lévy-Märkten
Coping with uncertainty : robust solutions
Exchange Rate Uncertainty and International Portfolio Flows
Exchange rate uncertainty and international portfolio flows
Robustness-based portfolio optimization under epistemic uncertainty