Robust optimization approaches for portfolio selection: a comparative analysis

Robust optimization (RO) models have attracted a lot of interest in the area of portfolio selection. RO extends the framework of traditional portfolio optimization models, incorporating uncertainty through a formal and analytical approach into the modeling process. Although several RO models have be...

Descripción completa

Detalles Bibliográficos
Autores principales: Georgantas, Antonios, Doumpos, Michalis, Zopounidis, Constantin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8224264/
https://www.ncbi.nlm.nih.gov/pubmed/34188344
http://dx.doi.org/10.1007/s10479-021-04177-y

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8224264/
https://www.ncbi.nlm.nih.gov/pubmed/34188344
http://dx.doi.org/10.1007/s10479-021-04177-y

Ejemplares similares