Pages that link to "Item:Q626631"

The following pages link to A log-robust optimization approach to portfolio management (Q626631):

Displaying 11 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)