Pages that link to "Item:Q2465952"
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The following pages link to Robust portfolio selection with uncertain exit time using worst-case VaR strategy (Q2465952):
Displaying 7 items.
- SDP reformulation for robust optimization problems based on nonconvex QP duality (Q354630) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Robust ν-support vector machine based on worst-case conditional value-at-risk minimization (Q2905345) (← links)
- Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation (Q5739574) (← links)
