International portfolio management with affine policies (Q1927003): 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.2012.06.001 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2012309508 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adjustable robust solutions of uncertain linear programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing efficient frontiers using estimated parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-period portfolio optimization with linear control policies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation with expected and residual-at-risk criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Linear Decision-Based Approximation Approach to Stochastic Programming / 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 international portfolio management / rank
 
Normal rank
Property / cites work
 
Property / cites work: On decision rules in stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Portfolio Selection Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust optimization and portfolio selection: the cost of robustness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Worst-case robust decisions for multi-period mean-variance portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection under distributional uncertainty: a relative robust CVaR approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic mean-variance portfolio analysis under model risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Primal and dual linear decision rules in stochastic and robust optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4779122 / rank
 
Normal rank
Property / cites work
 
Property / cites work: SDPT3 — A Matlab software package for semidefinite programming, Version 1.3 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A dynamic stochastic programming model for international portfolio management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving semidefinite-quadratic-linear programs using SDPT3 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semidefinite Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management / rank
 
Normal rank

Latest revision as of 00:36, 6 July 2024

scientific article
Language Label Description Also known as
English
International portfolio management with affine policies
scientific article

    Statements

    International portfolio management with affine policies (English)
    0 references
    0 references
    0 references
    29 December 2012
    0 references
    linear decision rules
    0 references
    robust optimization
    0 references
    multistage portfolio optimization
    0 references
    semidefinite programming
    0 references
    worst case value-at-risk
    0 references
    0 references
    0 references
    0 references

    Identifiers