Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2017.03.041
+Normal rank
@@ Property / OpenAlex ID @@
+W2599614599
@@ Property / OpenAlex ID: W2599614599 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust multiperiod portfolio management in the presence of transaction costs
+Normal rank
@@ Property / cites work @@
+Robustness of optimal portfolios under risk and stochastic dominance constraints
+Normal rank
@@ Property / cites work @@
+Minmax robustness for multi-objective optimization problems
+Normal rank
@@ Property / cites work @@
+Robust portfolios: contributions from operations research and finance
+Normal rank
@@ Property / cites work @@
+Robust multiobjective optimization \& applications in portfolio optimization
+Normal rank
@@ Property / cites work @@
+Robust optimization and portfolio selection: the cost of robustness
+Normal rank
@@ Property / cites work @@
+Recent developments in robust portfolios with a worst-case approach
+Normal rank
@@ Property / cites work @@
+What do robust equity portfolio models really do?
@@ Property / cites work: What do robust equity portfolio models really do? / rank @@
+Normal rank
@@ Property / cites work @@
+Robust portfolios that do not tilt factor exposure
+Normal rank
@@ Property / cites work @@
+years of portfolio optimization: practical challenges and current trends
+Normal rank
@@ Property / cites work @@
+Robust discrete optimization and its applications
@@ Property / cites work: Robust discrete optimization and its applications / rank @@
+Normal rank
@@ Property / cites work @@
+Minimax regret strategies for greenhouse gas abatement: Methodology and application
+Normal rank
@@ Property / cites work @@
+Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach
+Normal rank
@@ Property / cites work @@
+Twenty years of linear programming based portfolio optimization
+Normal rank
@@ Property / cites work @@
+Minimising the maximum relative regret for linear programmes with interval objective function coefficients
+Normal rank
@@ Property / cites work @@
+Robust Optimization of Large-Scale Systems
@@ Property / cites work: Robust Optimization of Large-Scale Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Robust profit opportunities in risky financial portfolios
+Normal rank
@@ Property / cites work @@
+Q5732164
@@ Property / cites work: Q5732164 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust portfolio asset allocation and risk measures
+Normal rank
@@ Property / cites work @@
+Q4001824
@@ Property / cites work: Q4001824 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust asset allocation
@@ Property / cites work: Robust asset allocation / rank @@
+Normal rank
@@ Property / cites work @@
+Robust optimization models for managing callable bond portfolios
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1754045