Robust risk budgeting (Q1621907): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: An algorithm for constrained nonlinear optimization under uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Worst-case robust Omega ratio / rank
 
Normal rank
Property / cites work
 
Property / cites work: On consistency of stochastic dominance and mean-semideviation models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized deviations in risk analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2847378 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust asset allocation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-infinite programming and applications to minimax problems / 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 07:31, 17 July 2024

scientific article
Language Label Description Also known as
English
Robust risk budgeting
scientific article

    Statements

    Identifiers