洞察稳健优化:分解为均值方差和基于风险的投资组合

{"title":"洞察稳健优化:分解为均值方差和基于风险的投资组合","authors":"T. Heckel, Raul Leote de Carvalho, Xiao Lu, Romain Perchet","doi":"10.21314/JOIS.2016.076","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":90597,"journal":{"name":"Journal of interaction science","volume":"8 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2016-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"Insights into robust optimization: decomposing into mean–variance and risk-based portfolios\",\"authors\":\"T. Heckel, Raul Leote de Carvalho, Xiao Lu, Romain Perchet\",\"doi\":\"10.21314/JOIS.2016.076\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":90597,\"journal\":{\"name\":\"Journal of interaction science\",\"volume\":\"8 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2016-11-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of interaction science\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.21314/JOIS.2016.076\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of interaction science","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.21314/JOIS.2016.076","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}