Open AccessAn intrinsic robust rank-one-approximation approach for currency portfolio optimization
Author(s) -
Hong-Xuan Huang,
Zhengjun Zhang
Publication year - 2018
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2018.1.645
Subject(s) - portfolio optimization , portfolio , rank (graph theory) , currency , economics , robust optimization , mathematical optimization , econometrics , mathematical economics , computer science , financial economics , mathematics , monetary economics , combinatorics
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