The worst-case discounted regret portfolio optimization problem (Q274372): Difference between revisions

@@ Property / DOI @@
-.1016/j.amc.2014.04.072
@@ Property / DOI: 10.1016/j.amc.2014.04.072 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2014.04.072
+Normal rank
@@ Property / OpenAlex ID @@
+W1985516853
@@ Property / OpenAlex ID: W1985516853 / rank @@
+Normal rank
@@ Property / cites work @@
+Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection
+Normal rank
@@ Property / cites work @@
+An expected regret minimization portfolio selection model
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization and Its Tractable Approximations
+Normal rank
@@ Property / cites work @@
+A Robust Optimization Perspective on Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Robust Convex Optimization
@@ Property / cites work: Robust Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Convex Approximations of Chance Constrained Programs
+Normal rank
@@ Property / cites work @@
+Fully Distribution-Free Profit Maximization: The Inventory Management Case
+Normal rank
@@ Property / cites work @@
+Improve robustness of sparse PCA by \(L_{1}\)-norm maximization
+Normal rank
@@ Property / cites work @@
+On sharpness of Tchebycheff-type inequalities
@@ Property / cites work: On sharpness of Tchebycheff-type inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo and quasi-Monte Carlo sampling
@@ Property / cites work: Monte Carlo and quasi-Monte Carlo sampling / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.AMC.2014.04.072
@@ Property / DOI: 10.1016/J.AMC.2014.04.072 / rank @@
+Normal rank