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doi.org/10.1007/s10479-020-03630-8
Other
Robust portfolio optimization: a categorized bibliographic review
Panos Xidonas
16
,
Ralph E. Steuer
28
,
Christis Hassapis
16
View all 3 authors
Annals of Operations Research
4.50
Volume: 292, Issue: 1, Pages: 533 - 552
Published
: May 6, 2020
45
Citations
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Basic Info
Analytics
References
Citations
Paper Fields
Algorithm
Law
Theory of computation
Computer security
Portfolio
Selection (genetic algorithm)
Economics
Computer science
Mathematical optimization
Asset (computer security)
Modern portfolio theory
Replicating portfolio
Robust optimization
Operations research
Asset allocation
Mathematics
Political science
Artificial intelligence
Financial economics
MEDLINE
Mathematical economics
Portfolio optimization
Scopus
Black–Litterman model
Paper Details
Title
Robust portfolio optimization: a categorized bibliographic review
DOI
doi.org/10.1007/s10479-020-03630-8
Published Date
May 6, 2020
Journal
Annals of Operations Research
Volume
292
Issue
1
Pages
533 - 552
Notes
History
View all history