Recent advancements in robust optimization for investment management (Q1621905): Difference between revisions

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+Robust option pricing
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+A Soft Robust Model for Optimization Under Ambiguity
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+Robust linear optimization under general norms.
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+The Price of Robustness
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+Sensitivity Analysis for Mean-Variance Portfolio Problems
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+Robust Optimization of Credit Portfolios
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+Computing efficient frontiers using estimated parameters
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+Robust portfolio selection for index tracking
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+Robust portfolio selection based on asymmetric measures of variability of stock returns
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+Robust option pricing: Hannan and Blackwell meet Black and Scholes
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+Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
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+Robust portfolios: contributions from operations research and finance
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+Robust portfolio optimization with a hybrid heuristic algorithm
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+Robust multiobjective optimization \& applications in portfolio optimization
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+International portfolio management with affine policies
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+Robust hedging strategies
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+Robust international portfolio management
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+Robust Portfolio Selection Problems
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+Robust portfolio selection problem under temperature uncertainty
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+A robust asset-liability management framework for investment products with guarantees
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+Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse
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+INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT
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+Robust risk budgeting
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+A log-robust optimization approach to portfolio management
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+What do robust equity portfolio models really do?
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+Recent developments in robust portfolios with a worst-case approach
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+Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set
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+Robust Portfolio Optimisation with Multiple Experts*
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+Robust One-Period Option Hedging
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+Robust static hedging of barrier options in stochastic volatility models
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+Developing a multi-period robust optimization model considering American style options
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+Regularized robust optimization: the optimal portfolio execution case
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+Robust ranking and portfolio optimization
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+Log-robust portfolio management after transaction costs
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+Robust asset allocation strategies: relaxed versus classical robustness
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+Q4779122
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+Robust portfolio asset allocation and risk measures
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+Robust asset allocation
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+Robust multiobjective portfolio optimization: A minimax regret approach
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+Optimal asset allocation: risk and information uncertainty
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+Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
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+Robust portfolio optimization with derivative insurance guarantees
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