Pages that link to "Item:Q3161743"

The following pages link to TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (Q3161743):

Displaying 41 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 portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Robust portfolios: contributions from operations research and finance (Q993719) (← links)
• Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
• Distributionally robust chance constrained problem under interval distribution information (Q1670537) (← links)
• An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
• Robust ranking and portfolio optimization (Q1926870) (← links)
• Portfolio selection under model uncertainty: a penalized moment-based optimization approach (Q1955553) (← links)
• Portfolio optimization with optimal expected utility risk measures (Q2069240) (← links)
• Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
• Robust trade-off portfolio selection (Q2218875) (← links)
• Distributionally robust chance constrained problems under general moments information (Q2244249) (← 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)
• Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355) (← links)
• Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← 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)
• Distributionally Robust Optimization with Principal Component Analysis (Q4571880) (← links)
• Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
• Robust Data-Driven Vehicle Routing with Time Windows (Q4994169) (← links)
• Worst-Case Expected Shortfall with Univariate and Bivariate Marginals (Q4995077) (← links)
• Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity (Q5087739) (← links)
• Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
• Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (Q5258948) (← links)
• Distributionally Robust Chance Constrained Geometric Optimization (Q5870361) (← links)
• A survey of nonlinear robust optimization (Q5882395) (← links)
• Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
• Robust enhanced indexation optimization with sparse industry Layout constraint (Q6065610) (← links)
• Balancing the profit and capacity under uncertainties: a target‐based distributionally robust knapsack problem (Q6091423) (← links)
• Distortion risk measure under parametric ambiguity (Q6096640) (← links)
• Cardinality-constrained distributionally robust portfolio optimization (Q6112845) (← links)
• Distributionally robust reinsurance with expectile (Q6163458) (← links)
• Generalized optimized certainty equivalent with applications in the rank-dependent utility model (Q6496951) (← links)