Robust portfolio optimization: a Stochastic Evaluation of Worst-Case Scenarios
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F23%3A00059384" target="_blank" >RIV/61384399:31110/23:00059384 - isvavai.cz</a>
Alternative codes found
RIV/00216208:11230/23:10474715
Result on the web
<a href="https://www.tandfonline.com/doi/epdf/10.1080/1331677X.2023.2165525?needAccess=true" target="_blank" >https://www.tandfonline.com/doi/epdf/10.1080/1331677X.2023.2165525?needAccess=true</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/1331677X.2023.2165525" target="_blank" >10.1080/1331677X.2023.2165525</a>
Alternative languages
Result language
angličtina
Original language name
Robust portfolio optimization: a Stochastic Evaluation of Worst-Case Scenarios
Original language description
Main topics of the document: optimization; portfolio; risk; robust optimization; stochastic evaluation; chance constrained DEA; worst-case markets
Czech name
—
Czech description
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Classification
Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
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OECD FORD branch
50206 - Finance
Result continuities
Project
<a href="/en/project/GA22-19617S" target="_blank" >GA22-19617S: Modeling the structure and dynamics of energy, commodity and alternative asset prices</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Economic Research-Ekonomska Istraživanja
ISSN
1331-677X
e-ISSN
1848-9664
Volume of the periodical
36
Issue of the periodical within the volume
3
Country of publishing house
GB - UNITED KINGDOM
Number of pages
22
Pages from-to
"nestrankovano"
UT code for WoS article
—
EID of the result in the Scopus database
2-s2.0-85159841136