Pages that link to "Item:Q1043348"
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The following pages link to Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348):
Displaying 43 items.
- A robust-CVaR optimization approach with application to breast cancer therapy (Q296907) (← links)
- Risk management in portfolio applications of non-convex stochastic programming (Q300194) (← links)
- Robust portfolio selection under norm uncertainty (Q300545) (← links)
- A discontinuous mispricing model under asymmetric information (Q319248) (← links)
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
- Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
- Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- Robust optimization and portfolio selection: the cost of robustness (Q421549) (← links)
- An expected regret minimization portfolio selection model (Q439531) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- Robust optimization for the newsvendor problem with discrete demand (Q1721086) (← links)
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
- Stability advances in robust portfolio optimization under parallelepiped uncertainty (Q1725837) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- The dynamic Black-Litterman approach to asset allocation (Q1751931) (← links)
- Portfolio value-at-risk optimization for asymmetrically distributed asset returns (Q1926869) (← links)
- A mispricing model of stocks under asymmetric information (Q1926893) (← links)
- International portfolio management with affine policies (Q1927003) (← links)
- Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
- Robust multi-period and multi-objective portfolio selection (Q2031367) (← links)
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Robust international portfolio optimization with worst-case mean-CVaR (Q2158047) (← links)
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
- Robust trade-off portfolio selection (Q2218875) (← links)
- A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312) (← links)
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem (Q2296548) (← links)
- Portfolio selection based on Bayesian theory (Q2298422) (← links)
- Risk analysis with contractual default. Does covenant breach matter? (Q2355962) (← links)
- Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)
- Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model (Q2673284) (← links)
- Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (Q2832107) (← links)
- Robust ν-support vector machine based on worst-case conditional value-at-risk minimization (Q2905345) (← links)
- Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables (Q5136075) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
- Practice-relevant model validation: distributional parameter risk analysis in financial model risk management (Q6148805) (← links)
