Pages that link to "Item:Q5919995"

The following pages link to Robust portfolio asset allocation and risk measures (Q5919995):

Displaying 13 items.

• The impact of covariance misspecification in risk-based portfolios (Q126312) (← links)
• Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
• Optimal asset allocation: risk and information uncertainty (Q322719) (← links)
• Robust mean-variance portfolio through the weighted \(L^p\) depth function (Q827128) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Developing a multi-period robust optimization model considering American style options (Q889540) (← links)
• Recent advancements in robust optimization for investment management (Q1621905) (← links)
• An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
• Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
• Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
• Minimum Rényi entropy portfolios (Q2241052) (← links)
• Multi-period portfolio selection with drawdown control (Q2288940) (← links)
• Smart network based portfolios (Q2675737) (← links)