Pages that link to "Item:Q2797466"
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The following pages link to Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals (Q2797466):
Displaying 15 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Distributionally robust single machine scheduling with risk aversion (Q1752194) (← links)
- Distributionally robust scheduling on parallel machines under moment uncertainty (Q1991203) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (Q2118074) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Distributionally robust optimization with polynomial densities: theory, models and algorithms (Q2189441) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
- Distributionally robust optimization under endogenous uncertainty with an application in retrofitting planning (Q2670561) (← links)
- Technical Note—Robust Newsvendor Games with Ambiguity in Demand Distributions (Q3387952) (← links)
- Worst-Case Expected Shortfall with Univariate and Bivariate Marginals (Q4995077) (← links)
- Distributionally robust portfolio optimization under marginal and copula ambiguity (Q6655814) (← links)
