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Robust state-dependent mean–variance portfolio selection: a closed-loop approach

Research article (Finance and Stochastics, 2021) · cited 13× · AI/ML
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Robust state-dependent mean–variance portfolio selection: a closed-loop approach

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Robust state-dependent mean–variance portfolio selection: a closed-loop approach is a scholarly article[1].

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  • Robust state-dependent mean–variance portfolio selection: a closed-loop approach's instance of is recorded as scholarly article[2].

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Direct Wikidata claims

  1. [2] ↑ . wikidata.org.

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  1. [1] ↑ . Wikidata. wikidata.org.

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APA 4ort.xyz Knowledge Graph. (2026). Robust state-dependent mean–variance portfolio selection: a closed-loop approach. Retrieved May 24, 2026, from https://4ort.xyz/entity/robust-state-dependent-meanvariance-portfolio-selection-a-closed-loop-approach
MLA “Robust state-dependent mean–variance portfolio selection: a closed-loop approach.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/robust-state-dependent-meanvariance-portfolio-selection-a-closed-loop-approach.
BibTeX @misc{4ortxyz_robust-state-dependent-meanvariance-portfolio-selection-a-closed-loop-approach_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Robust state-dependent mean–variance portfolio selection: a closed-loop approach}}, year = {2026}, url = {https://4ort.xyz/entity/robust-state-dependent-meanvariance-portfolio-selection-a-closed-loop-approach}, note = {Accessed: 2026-05-24}}
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