Pages that link to "Item:Q3161743"
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The following pages link to TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (Q3161743):
Displayed 15 items.
- On the relationship between the discrete and continuous bounding moment problems and their numerical solutions (Q271981) (← links)
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- On distributional robust probability functions and their computations (Q297175) (← links)
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Robust ranking and portfolio optimization (Q1926870) (← links)
- Portfolio selection under model uncertainty: a penalized moment-based optimization approach (Q1955553) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity (Q2349605) (← links)
- Joint Planning of Energy Storage and Transmission for Wind Energy Generation (Q2797450) (← links)
- Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals (Q2797466) (← links)
- Statistical Optimization in High Dimensions (Q2830768) (← links)
- Least Squares Approximation to the Distribution of Project Completion Times with Gaussian Uncertainty (Q2957465) (← links)
- Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (Q5258948) (← links)