Robustness in Mean-Variance Portfolio Optimization
In this paper, we discuss some of the concepts of robustness for uncertain multi-objective optimization problems. An important factor involved with multi objective optimization problems is uncertainty. The uncertainty may arise fromthe estimation of parameters in the model, error of computation, the...
Wedi'i Gadw mewn:
| Prif Awdur: | |
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| Fformat: | Artigo |
| Iaith: | Inglês |
| Cyhoeddwyd: |
Allameh Tabataba'i University Press
2022-12-01
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| Cyfres: | Mathematics and Modeling in Finance |
| Pynciau: | |
| Mynediad Ar-lein: | https://jmmf.atu.ac.ir/article_15193_03d3fdc6ef77c94e68cd7426f181b5db.pdf |
| Tagiau: |
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
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