A robust mean absolute deviation model for portfolio optimization (Q632664): Difference between revisions

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+Selecting portfolios with fixed costs and minimum transaction lots
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+LP solvable models for portfolio optimization: a classification and computational comparison
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+Semi-absolute deviation rule for mutual funds portfolio selection
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+Optimal portfolios using linear programming models
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+Heuristic algorithms for the portfolio selection problem with minimum transaction lots
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+Heuristics for cardinality constrained portfolio optimization
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+Q5706675
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+Theory and Applications of Robust Optimization
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+Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
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+Robust solutions of linear programming problems contaminated with uncertain data
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+The Price of Robustness
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+Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
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+Robust Portfolio Selection Problems
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+Robust asset allocation
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+A log-robust optimization approach to portfolio management
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+Robust Convex Optimization
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+Robust discrete optimization and network flows
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+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
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+Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
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+Portfolio optimization with linear and fixed transaction costs
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