The following pages link to Ambiguity in portfolio selection (Q5423195):
Displaying 50 items.
- Models and algorithms for distributionally robust least squares problems (Q403637) (← links)
- Robust optimization and portfolio selection: the cost of robustness (Q421549) (← links)
- Probability maximization models for portfolio selection under ambiguity (Q623758) (← links)
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- Insurance pricing under ambiguity (Q906580) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Incorporating model uncertainty into optimal insurance contract design (Q1681190) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
- Primal-dual hybrid gradient method for distributionally robust optimization problems (Q1728370) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Robust decision making using a general utility set (Q1750483) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
- A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming (Q1789641) (← links)
- A framework for optimization under ambiguity (Q1931627) (← links)
- Multi-resource allocation in stochastic project scheduling (Q1931636) (← links)
- Robustness in stochastic programs with risk constraints (Q1931644) (← links)
- Decision-dependent probabilities in stochastic programs with recourse (Q1989722) (← links)
- The value of the right distribution in stochastic programming with application to a Newsvendor problem (Q2010381) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- Data-driven distributionally robust chance-constrained optimization with Wasserstein metric (Q2022288) (← links)
- Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771) (← links)
- A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (Q2079685) (← links)
- Bootstrap robust prescriptive analytics (Q2089765) (← links)
- On linear optimization over Wasserstein balls (Q2089797) (← links)
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support (Q2098046) (← links)
- Distributionally robust resource planning under binomial demand intakes (Q2106736) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Distributionally robust optimization with moment ambiguity sets (Q2111170) (← links)
- Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
- Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
- Optimal portfolios in the presence of stress scenarios a worst-case approach (Q2120596) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Distributionally robust optimization with polynomial densities: theory, models and algorithms (Q2189441) (← links)
- Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)
- Distributionally robust optimization with multiple time scales: valuation of a thermal power plant (Q2221473) (← links)
- Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs (Q2231326) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
- Wasserstein distributionally robust shortest path problem (Q2301929) (← links)
- On solving two-stage distributionally robust disjunctive programs with a general ambiguity set (Q2312325) (← links)
- On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
- Data-driven risk-averse stochastic optimization with Wasserstein metric (Q2417113) (← links)
- Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355) (← links)
