Treffer: On the sensitivity of some portfolio optimization models using interval analysis
Title:
On the sensitivity of some portfolio optimization models using interval analysis
Authors:
Source:
OPSEARCH. 62:77-103
Publisher Information:
Springer Science and Business Media LLC, 2024.
Publication Year:
2024
Subject Terms:
Linear equations (linear algebraic aspects), Portfolio theory, General methods in interval analysis, sensitivity analysis, Computational methods for problems pertaining to operations research and mathematical programming, interval linear equations, portfolio selection, Special matrices, interval analysis, Operations research and management science
Document Type:
Fachzeitschrift
Article
File Description:
application/xml
Language:
English
ISSN:
0975-0320
0030-3887
0030-3887
DOI:
10.1007/s12597-024-00787-9
Rights:
Springer Nature TDM
Accession Number:
edsair.doi.dedup.....aeddc741570dc9db03036f1eea2bc576
Database:
OpenAIRE