Robust hedging strategies (Q1761191): Difference between revisions

@@ Property / cites work @@
+Q4661509
@@ Property / cites work: Q4661509 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3861108
@@ Property / cites work: Q3861108 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+Normal rank
@@ Property / cites work @@
+Adjustable robust solutions of uncertain linear programs
+Normal rank
@@ Property / cites work @@
+Robust Convex Optimization
@@ Property / cites work: Robust Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Computing efficient frontiers using estimated parameters
+Normal rank
@@ Property / cites work @@
+Robust Solutions to Least-Squares Problems with Uncertain Data
+Normal rank
@@ Property / cites work @@
+Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
+Normal rank
@@ Property / cites work @@
+Robust international portfolio management
@@ Property / cites work: Robust international portfolio management / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+Constructing Risk Measures from Uncertainty Sets
@@ Property / cites work: Constructing Risk Measures from Uncertainty Sets / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226825
@@ Property / cites work: Q4226825 / rank @@
+Normal rank
@@ Property / cites work @@
+Computing optimal multi-currency mean-variance portfolios
+Normal rank
@@ Property / cites work @@
+Q4779122
@@ Property / cites work: Q4779122 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison and robustification of Bayes and Black-Litterman models
+Normal rank
@@ Property / cites work @@
+SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
+Normal rank
@@ Property / cites work @@
+A dynamic stochastic programming model for international portfolio management
+Normal rank
@@ Property / cites work @@
+Solving semidefinite-quadratic-linear programs using SDPT3
+Normal rank
@@ Property / cites work @@
+Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
+Normal rank