Best-case scenario robust portfolio: evidence from China stock market (Q6054321): Difference between revisions

@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Convex Optimization
@@ Property / cites work: Robust Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Robust solutions of uncertain linear programs
@@ Property / cites work: Robust solutions of uncertain linear programs / rank @@
+Normal rank
@@ Property / cites work @@
+Robust worst-case optimal investment
@@ Property / cites work: Robust worst-case optimal investment / rank @@
+Normal rank
@@ Property / cites work @@
+Minmax robustness for multi-objective optimization problems
+Normal rank
@@ Property / cites work @@
+Robust portfolios: contributions from operations research and finance
+Normal rank
@@ Property / cites work @@
+Robust Portfolio Selection Problems
@@ Property / cites work: Robust Portfolio Selection Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations
+Normal rank
@@ Property / cites work @@
+The relationship between multi-objective robustness concepts and set-valued optimization
+Normal rank
@@ Property / cites work @@
+An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
+Normal rank
@@ Property / cites work @@
+Recent developments in robust portfolios with a worst-case approach
+Normal rank
@@ Property / cites work @@
+years of portfolio optimization: practical challenges and current trends
+Normal rank
@@ Property / cites work @@
+Q2753318
@@ Property / cites work: Q2753318 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances
+Normal rank
@@ Property / cites work @@
+On robust mean-variance portfolios
@@ Property / cites work: On robust mean-variance portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Worst case portfolio vectors and diversification effects
+Normal rank
@@ Property / cites work @@
+Robustness properties of mean-variance portfolios
@@ Property / cites work: Robustness properties of mean-variance portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Robust consumption and portfolio policies when asset prices can jump
+Normal rank
@@ Property / cites work @@
+Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models
+Normal rank