Distributionally robust end-to-end portfolio construction (Q6063322): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W4385664847 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data-driven robust optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4821526 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing efficient frontiers using estimated parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deep hedging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrating prediction in mean-variance portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguous Risk Measures and Optimal Robust Portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data-driven distributionally robust risk parity portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Machine learning for quantitative finance: fast derivative pricing, hedging and fitting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Portfolio Selection Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recent developments in robust portfolios with a worst-case approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recent advancements in robust optimization for investment management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generative adversarial networks for financial trading strategies fine-tuning and combination / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Predictive Modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized deviations in risk analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust asset allocation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quant GANs: deep generation of financial time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust portfolio optimization: a categorized bibliographic review / rank
 
Normal rank
Property / cites work
 
Property / cites work: A practical guide to robust portfolio optimization / rank
 
Normal rank

Latest revision as of 11:48, 3 August 2024

scientific article; zbMATH DE number 7762002
Language Label Description Also known as
English
Distributionally robust end-to-end portfolio construction
scientific article; zbMATH DE number 7762002

    Statements

    Distributionally robust end-to-end portfolio construction (English)
    0 references
    0 references
    0 references
    7 November 2023
    0 references
    portfolio optimization
    0 references
    asset allocation
    0 references
    machine learning
    0 references
    distributionally robust optimization
    0 references
    statistical ambiguity
    0 references

    Identifiers