Pages that link to "Item:Q2514712"

The following pages link to Robust portfolios that do not tilt factor exposure (Q2514712):

Displaying 8 items.

• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826) (← links)
• Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence (Q1681292) (← links)
• Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
• Multi-period portfolio selection with investor views based on scenario tree (Q2073082) (← links)
• Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
• 60 years of portfolio optimization: practical challenges and current trends (Q2514707) (← links)
• Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)