Pages that link to "Item:Q5704112"

The following pages link to Robust Portfolio Selection Problems (Q5704112):

Displaying 50 items.

• Piecewise static policies for two-stage adjustable robust linear optimization (Q1646580) (← links)
• Robustness of stable volatility strategies (Q1657466) (← links)
• Delegated portfolio management under ambiguity aversion (Q1667217) (← links)
• Data-driven robust optimization (Q1702776) (← links)
• On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints (Q1717231) (← links)
• Risk-controlled multiobjective portfolio selection problem using a principle of compromise (Q1717903) (← links)
• A closed-form solution for robust portfolio selection with worst-case CVaR risk measure (Q1718537) (← links)
• A numerical study for robust active portfolio management with worst-case downside risk measure (Q1719373) (← links)
• An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
• Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470) (← links)
• An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
• Robust portfolio selection problem under temperature uncertainty (Q1752220) (← links)
• On the computation of the efficient frontier of the portfolio selection problem (Q1760553) (← links)
• Hybrid adaptive large neighborhood search for the optimal statistic median problem (Q1761216) (← links)
• Inverse conic programming with applications (Q1779714) (← links)
• Log-robust portfolio management with parameter ambiguity (Q1789607) (← links)
• Robust-based interactive portfolio selection problems with an uncertainty set of returns (Q1794340) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Robust ranking and portfolio optimization (Q1926870) (← links)
• International portfolio management with affine policies (Q1927003) (← links)
• A framework for optimization under ambiguity (Q1931627) (← links)
• Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems (Q1947198) (← links)
• Portfolio selection under model uncertainty: a penalized moment-based optimization approach (Q1955553) (← links)
• Minimax-statistical approach to increasing reliability of measurement information processing (Q1956879) (← links)
• Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
• Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
• Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
• A unified model for regularized and robust portfolio optimization (Q2007869) (← links)
• Nonconvex robust programming via value-function optimization (Q2028490) (← links)
• Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
• Robust multi-period and multi-objective portfolio selection (Q2031367) (← links)
• Robust conditional expectation reward-risk performance measures (Q2036926) (← links)
• Inference on estimators defined by mathematical programming (Q2074590) (← links)
• Entropy based robust portfolio (Q2078711) (← links)
• Inverse optimization problems with multiple weight functions (Q2112661) (← links)
• Cardinality-constrained risk parity portfolios (Q2140363) (← links)
• Robust international portfolio optimization with worst-case mean-CVaR (Q2158047) (← links)
• Sparse and robust mean-variance portfolio optimization problems (Q2158966) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Algorithms for stochastic optimization with function or expectation constraints (Q2181600) (← links)
• Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
• A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization (Q2191764) (← links)
• Generalized risk parity portfolio optimization: an ADMM approach (Q2200091) (← links)
• A possibilistic portfolio model with fuzzy liquidity constraint (Q2205332) (← links)
• Robust trade-off portfolio selection (Q2218875) (← links)
• The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
• Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
• Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
• Robust investment decisions under supply disruption in petroleum markets (Q2257348) (← links)
• Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)