Pages that link to "Item:Q1750470"
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The following pages link to Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470):
Displayed 21 items.
- Mean-variance analysis of option contracts in a two-echelon supply chain (Q724136) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Consensus of large-scale group decision making in social network: the minimum cost model based on robust optimization (Q2056346) (← links)
- Target-based distributionally robust optimization for single machine scheduling (Q2077908) (← links)
- Distributionally robust resource planning under binomial demand intakes (Q2106736) (← 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)
- The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
- Robust trade-off portfolio selection (Q2218875) (← links)
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
- Late-rejection, a strategy to perform an overflow policy (Q2329478) (← links)
- Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization (Q5870366) (← links)
- Best-case scenario robust portfolio: evidence from China stock market (Q6054321) (← links)
- Cardinality-constrained distributionally robust portfolio optimization (Q6112845) (← links)
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)
- An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)
- Distributionally robust Weber problem with uncertain demand (Q6175466) (← links)
- Globalized distributionally robust optimization based on samples (Q6203548) (← links)