Pages that link to "Item:Q3637367"
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The following pages link to Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Q3637367):
Displaying 50 items.
- Multipolar robust optimization (Q1731824) (← 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)
- Supermodular covering knapsack polytope (Q1751131) (← links)
- Polyhedral results for a class of cardinality constrained submodular minimization problems (Q1751219) (← links)
- An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
- Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
- Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- Robust hedging strategies (Q1761191) (← links)
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
- Profit oriented supply chain network optimization (Q1788918) (← links)
- A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming (Q1789641) (← links)
- A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty (Q1795042) (← links)
- A dynamic game approach to distributionally robust safety specifications for stochastic systems (Q1797093) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- Exact algorithms for the chance-constrained vehicle routing problem (Q1800993) (← links)
- Portfolio value-at-risk optimization for asymmetrically distributed asset returns (Q1926869) (← links)
- International portfolio management with affine policies (Q1927003) (← links)
- A framework for optimization under ambiguity (Q1931627) (← links)
- Portfolio selection under model uncertainty: a penalized moment-based optimization approach (Q1955553) (← 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)
- A worst-case risk measure by G-VaR (Q2025187) (← links)
- Strong formulations for conic quadratic optimization with indicator variables (Q2039236) (← links)
- Games with distributionally robust joint chance constraints (Q2047188) (← links)
- Structural reliability under uncertainty in moments: distributionally-robust reliability-based design optimization (Q2070152) (← links)
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (Q2079685) (← links)
- A multivariate Chebyshev bound of the Selberg form (Q2081114) (← links)
- Integrating unimodality into distributionally robust optimal power flow (Q2085818) (← links)
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
- Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity (Q2097654) (← links)
- Distributionally robust resource planning under binomial demand intakes (Q2106736) (← links)
- Optimized Bonferroni approximations of distributionally robust joint chance constraints (Q2118072) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Robust international portfolio optimization with worst-case mean-CVaR (Q2158047) (← links)
- Sparse and robust mean-variance portfolio optimization problems (Q2158966) (← links)
- The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Capital asset pricing model under distribution uncertainty (Q2165778) (← links)
- Is being ``robust'' beneficial? A perspective from the Indian market (Q2166065) (← links)
- Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
- Minimizing maximum cost for a single machine under uncertainty of processing times (Q2184134) (← links)
- An augmented Lagrangian filter method (Q2216190) (← links)
- Robust trade-off portfolio selection (Q2218875) (← links)
- Distributionally robust polynomial chance-constraints under mixture ambiguity sets (Q2220666) (← links)
