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...

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书目详细资料
主要作者: Shokouh Shahbeyk
格式: 文件
语言:English
出版: Allameh Tabataba'i University Press 2022-12-01
丛编:Mathematics and Modeling in Finance
主题:
在线阅读:https://jmmf.atu.ac.ir/article_15193_03d3fdc6ef77c94e68cd7426f181b5db.pdf