Smart network based portfolios (Q2675737): Difference between revisions

@@ Property / cites work @@
+Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty
+Normal rank
@@ Property / cites work @@
+A relative robust approach on expected returns with bounded CVaR for portfolio selection
+Normal rank
@@ Property / cites work @@
+The Role of Learning in Dynamic Portfolio Decisions *
+Normal rank
@@ Property / cites work @@
+On exact and approximate stochastic dominance strategies for portfolio selection
+Normal rank
@@ Property / cites work @@
+Asset allocation: new evidence through network approaches
+Normal rank
@@ Property / cites work @@
+Optimization with Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+Robust portfolios: contributions from operations research and finance
+Normal rank
@@ Property / cites work @@
+Robust multiobjective optimization \& applications in portfolio optimization
+Normal rank
@@ Property / cites work @@
+Robust Portfolio Selection Problems
@@ Property / cites work: Robust Portfolio Selection Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Linear programming models based on omega ratio for the enhanced index tracking problem
+Normal rank
@@ Property / cites work @@
+Worst-case robust Omega ratio
@@ Property / cites work: Worst-case robust Omega ratio / rank @@
+Normal rank
@@ Property / cites work @@
+Asset Trees and Asset Graphs in Financial Markets
@@ Property / cites work: Asset Trees and Asset Graphs in Financial Markets / rank @@
+Normal rank
@@ Property / cites work @@
+Robust mean-variance portfolio through the weighted \(L^p\) depth function
+Normal rank
@@ Property / cites work @@
+Enhanced indexation based on second-order stochastic dominance
+Normal rank
@@ Property / cites work @@
+Robust portfolio asset allocation and risk measures
+Normal rank
@@ Property / cites work @@
+Q4397004
@@ Property / cites work: Q4397004 / rank @@
+Normal rank
@@ Property / cites work @@
+Collective dynamics of ‘small-world’ networks
@@ Property / cites work: Collective dynamics of ‘small-world’ networks / rank @@
+Normal rank
@@ Property / cites work @@
+Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
+Normal rank
@@ Property / cites work @@
+Robustness of weighted \(L^p\)-depth and \(L^p\)-median
+Normal rank
@@ Property / cites work @@
+On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
+Normal rank