Pages that link to "Item:Q5068074"
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The following pages link to Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074):
Displaying 4 items.
- Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019): discrete stochastic optimization in finance (Q5068068) (← links)
- A distributionally robust chance-constrained model for humanitarian relief network design (Q6201536) (← links)
- A new distributionally robust reward-risk model for portfolio optimization (Q6595260) (← links)
- Distributionally robust portfolio optimization under marginal and copula ambiguity (Q6655814) (← links)
