Robust portfolio optimization with derivative insurance guarantees (Q531475): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.ejor.2010.09.027 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1972539754 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second-order cone programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4496020 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Convex Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust solutions of uncertain linear programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constructing Uncertainty Sets for Robust Linear Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust multiperiod portfolio management in the presence of transaction costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing efficient frontiers using estimated parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio Selection with Robust Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Portfolio Selection Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax hedging strategy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applications of second-order cone programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust One-Period Option Hedging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing when underlying stock returns are discontinuous / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk and asset allocation. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust min-max portfolio strategies for rival forecast and risk scenarios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4779122 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust asset allocation / rank
 
Normal rank

Latest revision as of 23:44, 3 July 2024

scientific article
Language Label Description Also known as
English
Robust portfolio optimization with derivative insurance guarantees
scientific article

    Statements

    Robust portfolio optimization with derivative insurance guarantees (English)
    0 references
    0 references
    0 references
    0 references
    29 April 2011
    0 references
    robust optimization
    0 references
    portfolio optimization
    0 references
    portfolio insurance
    0 references
    second-order cone programming
    0 references

    Identifiers