Pages that link to "Item:Q1935293"
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The following pages link to Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293):
Displaying 11 items.
- Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
- Wait-and-judge scenario optimization (Q681495) (← links)
- Recovery strategies from major supply disruptions in single and multiple sourcing networks (Q1713742) (← links)
- Expected shortfall: heuristics and certificates (Q1754277) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem (Q2296548) (← links)
- Partial sample average approximation method for chance constrained problems (Q2311101) (← links)
- A linear programming approach for linear programs with probabilistic constraints (Q2356018) (← links)
- FAST—Fast Algorithm for the Scenario Technique (Q2935307) (← links)
- Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574) (← links)
- On Conditional Risk Assessments in Scenario Optimization (Q6155877) (← links)
