Pages that link to "Item:Q4639130"
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The following pages link to Robust mean variance optimization problem under Rényi divergence information (Q4639130):
Displaying 5 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Entropy based risk measures (Q2183329) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- Robust optimal R&D investment under technical uncertainty in a regime-switching environment (Q5085234) (← links)
- Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
