Inverse portfolio problem with mean-deviation model.

Bogdan Grechuk Michael Zabarankin

Published in: Eur. J. Oper. Res. (2014)

Keyphrases

formal model
statistical model
probabilistic model
sensitivity analysis
theoretical analysis
database
decision making
simulation model
management system
computational model
mathematical model
network model
parameter values
input data
probability distribution
objective function
machine learning
real time