Pages that link to "Item:Q1789607"
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The following pages link to Log-robust portfolio management with parameter ambiguity (Q1789607):
Displaying 4 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty (Q2312326) (← links)