Pages that link to "Item:Q1991930"

The following pages link to Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930):

Displaying 6 items.

• A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
• Data-driven robust chance constrained problems: a mixture model approach (Q1626548) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
• Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
• A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
• Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)