Robustness Measure for Portfolio Management Strategy
Copyright policy )Robustness Measure for Portfolio Management Strategy
Шарипова Алия Маратовна, доцент кафедры автоматизированных систем управления, Уфимский государственный авиационный технический университет, г. Уфа; a.shamsieva@ gmail.com. Арьков Валентин Юльевич, профессор кафедры автоматизированных систем управления, Уфимский государственный авиационный технический университет, г. Уфа; v_arkov@mail.ru. A.M. Sharipova, a.shamsieva@gmail.com, V.Yu. Arkov, v_arkov@mail.ru Ufa State Aviation Technical University, Ufa
- South Ural State University (Южно-Уральский государственный университет) Russian Federation
- Ufa University of Science and Technology Russian Federation
управление портфелем, оптимизация стратегии, УДК 336.763, strategy optimization, investment strategy, portfolio management, robustness, робастность, инвестиционная стратегия
управление портфелем, оптимизация стратегии, УДК 336.763, strategy optimization, investment strategy, portfolio management, robustness, робастность, инвестиционная стратегия
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).0 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Average influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Average impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!