Pages that link to "Item:Q827129"

The following pages link to Robust portfolio optimization: a categorized bibliographic review (Q827129):

Displaying 12 items.

• Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
• Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (Q2140218) (← links)
• Continuous-time portfolio optimization for absolute return funds (Q2686278) (← links)
• A practical guide to robust portfolio optimization (Q5014226) (← links)
• Adaptive moment estimation for universal portfolio selection strategy (Q6088522) (← links)
• Online multi-criteria portfolio analysis through compromise programming models built on the underlying principles of fuzzy outranking (Q6146205) (← links)
• Robustifying Markowitz (Q6150519) (← links)
• Bi-objective reliability based optimization: an application to investment analysis (Q6491662) (← links)
• A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization (Q6568949) (← links)
• Weight bound constraints in mean-variance models: a robust control theory foundation via machine learning (Q6592279) (← links)
• A novel robust network data envelopment analysis approach for performance assessment of mutual funds under uncertainty (Q6601526) (← links)
• Robust optimization approaches for portfolio selection: a comparative analysis (Q6601529) (← links)