Robust risk budgeting (Q1621907): Difference between revisions

@@ Property / DOI @@
-.1007/s10479-017-2469-4
@@ Property / DOI: 10.1007/s10479-017-2469-4 / rank @@
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+W2604108198
@@ Property / OpenAlex ID: W2604108198 / rank @@
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+An algorithm for constrained nonlinear optimization under uncertainty
+Normal rank
@@ Property / cites work @@
+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
+Normal rank
@@ Property / cites work @@
+Worst-case robust Omega ratio
@@ Property / cites work: Worst-case robust Omega ratio / rank @@
+Normal rank
@@ Property / cites work @@
+On consistency of stochastic dominance and mean-semideviation models
+Normal rank
@@ Property / cites work @@
+Generalized deviations in risk analysis
@@ Property / cites work: Generalized deviations in risk analysis / rank @@
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@@ Property / cites work @@
+Q2847378
@@ Property / cites work: Q2847378 / rank @@
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@@ Property / cites work @@
+Robust asset allocation
@@ Property / cites work: Robust asset allocation / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-infinite programming and applications to minimax problems
+Normal rank
@@ Property / cites work @@
+Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
+Normal rank
@@ Property / DOI @@
+.1007/S10479-017-2469-4
@@ Property / DOI: 10.1007/S10479-017-2469-4 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1621907