Pages that link to "Item:Q2190316"
From MaRDI portal
The following pages link to CVaR-based robust models for portfolio selection (Q2190316):
Displayed 4 items.
- A chance-constrained stochastic model predictive control problem with disturbance feedback (Q2031315) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
- Financial risk contagion and optimal control (Q2691295) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)