On robust mean-variance portfolios (Q2810108): Difference between revisions

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+Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
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+Robust solutions of uncertain linear programs
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+Robust Convex Optimization
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+Lectures on Modern Convex Optimization
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+Theory and Applications of Robust Optimization
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+Sensitivity Analysis for Mean-Variance Portfolio Problems
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+Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection
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+Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
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+Portfolio Selection with Robust Estimation
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+Robust portfolios: contributions from operations research and finance
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+Robust Portfolio Selection Problems
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+Robust Mean-Covariance Solutions for Stochastic Optimization
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+Adjustable robust solutions of uncertain linear programs
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+Robust profit opportunities in risky financial portfolios
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+Adjustable robust optimization models for a nonlinear two-period system
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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