Pages that link to "Item:Q2401246"

The following pages link to Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246):

Displaying 9 items.

• Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
• Universal portfolio selection strategy by aggregating online expert advice (Q2138290) (← links)
• Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
• The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) (← links)
• Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
• Robust trade-off portfolio selection (Q2218875) (← links)
• Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
• Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
• Cardinality-constrained distributionally robust portfolio optimization (Q6112845) (← links)