Pages that link to "Item:Q3100415"
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The following pages link to Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (Q3100415):
Displayed 50 items.
- Multi-resource allocation in stochastic project scheduling (Q1931636) (← 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)
- Distributionally robust scheduling on parallel machines under moment uncertainty (Q1991203) (← links)
- Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
- A parametric Sharpe ratio optimization approach for fuzzy portfolio selection problem (Q1992962) (← links)
- Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
- Multi-stage distributionally robust optimization with risk aversion (Q2031326) (← links)
- Robust omega ratio optimization using regular vines (Q2047199) (← links)
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Target-based distributionally robust optimization for single machine scheduling (Q2077908) (← links)
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (Q2079685) (← links)
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
- Distributionally robust optimization with moment ambiguity sets (Q2111170) (← 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)
- 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)
- Robust trade-off portfolio selection (Q2218875) (← links)
- Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
- Scenario-based risk evaluation (Q2238773) (← links)
- A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- Robust portfolio optimization with copulas (Q2256232) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Optimal reinsurance under risk and uncertainty (Q2260946) (← links)
- Robust assortment optimization using worst-case CVaR under the multinomial logit model (Q2294358) (← links)
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem (Q2296548) (← links)
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- A closer look at the minimum-variance portfolio optimization model (Q2300406) (← links)
- Distributionally robust return-risk optimization models and their applications (Q2336705) (← links)
- Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
- Interaction between financial risk measures and machine learning methods (Q2355190) (← links)
- Robust portfolio selection with a combined WCVaR and factor model (Q2358869) (← links)
- Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
- Omega-CVaR portfolio optimization and its worst case analysis (Q2362174) (← links)
- Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
- Inseparable robust reward-risk optimization models with distribution uncertainty (Q2396920) (← links)
- Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)
- Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355) (← links)
- A composite risk measure framework for decision making under uncertainty (Q2422609) (← links)
- Robust portfolio selection with uncertain exit time using worst-case VaR strategy (Q2465952) (← links)
- 60 years of portfolio optimization: practical challenges and current trends (Q2514707) (← links)
- Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714) (← links)
- Worst-case robust Omega ratio (Q2514722) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)