Pages that link to "Item:Q4909110"
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The following pages link to Inverse Optimization: A New Perspective on the Black-Litterman Model (Q4909110):
Displayed 20 items.
- Data-driven inverse optimization with imperfect information (Q681497) (← links)
- Inverse conic linear programs in Banach spaces (Q828644) (← links)
- Fuzzy views on Black-Litterman portfolio selection model (Q1621186) (← links)
- The dynamic Black-Litterman approach to asset allocation (Q1751931) (← links)
- A more human-like portfolio optimization approach (Q1752192) (← links)
- Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
- Inferring linear feasible regions using inverse optimization (Q2029896) (← links)
- The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
- A closed-form solution of the Black-Litterman model with conditional value at risk (Q2417059) (← links)
- On the structure of the inverse-feasible region of a linear program (Q2417071) (← links)
- Robust inverse optimization (Q2417162) (← links)
- Generalized Inverse Multiobjective Optimization with Application to Cancer Therapy (Q2935310) (← links)
- Inverse Optimization with Noisy Data (Q4971385) (← links)
- Decomposition and Adaptive Sampling for Data-Driven Inverse Linear Optimization (Q5058012) (← links)
- Inverse Mixed Integer Optimization: Polyhedral Insights and Trust Region Methods (Q5087718) (← links)
- Quantile Inverse Optimization: Improving Stability in Inverse Linear Programming (Q5106382) (← links)
- Modeling and Assessment of Financial Investments by Portfolio Optimization on Stock Exchange (Q5119116) (← links)
- A Generalized Black–Litterman Model (Q5131465) (← links)
- Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling (Q5144802) (← links)
- Inverse attribute‐based optimization with an application in assortment optimization (Q6082243) (← links)