Pages that link to "Item:Q623460"
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The following pages link to A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set (Q623460):
Displaying 9 items.
- Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470) (← links)
- Optimal investment with multiple risky assets for an insurer in an incomplete market (Q1956113) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
- Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization (Q4971373) (← links)
- Robust portfolio asset allocation and risk measures (Q5919995) (← links)
- Weight bound constraints in mean-variance models: a robust control theory foundation via machine learning (Q6592279) (← links)
