Pages that link to "Item:Q453610"
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The following pages link to Robust portfolio optimization: a conic programming approach (Q453610):
Displaying 8 items.
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470) (← links)
- An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
- How to project onto extended second order cones (Q1753127) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS) (Q2661957) (← links)
- Trust Your Data or Not—StQP Remains StQP: Community Detection via Robust Standard Quadratic Optimization (Q4991677) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
