Pages that link to "Item:Q626631"
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The following pages link to A log-robust optimization approach to portfolio management (Q626631):
Displaying 14 items.
- Short sales in log-robust portfolio management (Q420886) (← links)
- Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
- A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- The effect of regularization in portfolio selection problems (Q828760) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Robust optimization for non-linear impact of data variation (Q1654345) (← links)
- Log-robust portfolio management with parameter ambiguity (Q1789607) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Log-robust portfolio management after transaction costs (Q2454357) (← links)
- A robust multiobjective mathematical model optimizing stock portfolio (Q2676017) (← links)
- Optimization under Rare Chance Constraints (Q5081097) (← links)
- A survey of nonlinear robust optimization (Q5882395) (← links)
- Distributionally robust chance constraints for non-linear uncertainties (Q5962718) (← links)
