Pages that link to "Item:Q1752147"

The following pages link to An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147):

Displaying 8 items.

• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• The effect of regularization in portfolio selection problems (Q828760) (← links)
• Robust strategic bidding in auction-based markets (Q1991246) (← links)
• A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
• Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
• Robust optimization of the insecticide-treated bed nets procurement and distribution planning under uncertainty for malaria prevention and control (Q2288954) (← links)
• Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes? (Q2415973) (← links)
• Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)