Handling parameter uncertainty in portfolio risk minimization - The robust optimization approach

被引：10
|
作者：
Pachamanova, Dessislava [1 ]
机构：
[1] Babson Coll, Wellesley, MA USA
来源：
JOURNAL OF PORTFOLIO MANAGEMENT | 2006年 / 32卷 / 04期
关键词：
D O I：
10.3905/jpm.2006.644198
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：70 / 78
页数：9
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