Pages that link to "Item:Q844601"

The following pages link to Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601):

Displaying 22 items.

• A robust-CVaR optimization approach with application to breast cancer therapy (Q296907) (← links)
• SDP reformulation for robust optimization problems based on nonconvex QP duality (Q354630) (← links)
• Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
• Robust portfolios: contributions from operations research and finance (Q993719) (← links)
• Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
• A closed-form solution for robust portfolio selection with worst-case CVaR risk measure (Q1718537) (← links)
• Robust optimization for the newsvendor problem with discrete demand (Q1721086) (← links)
• Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)
• Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
• Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
• Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
• Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
• Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
• Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
• Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
• Robust estimation of efficient mean-variance frontiers (Q2442794) (← links)
• Robust portfolio selection with uncertain exit time using worst-case VaR strategy (Q2465952) (← links)
• Continuous-time portfolio optimization for absolute return funds (Q2686278) (← links)
• PORTFOLIO CHOICE WITH TIME HORIZON RISK (Q6119779) (← links)
• Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints (Q6161249) (← links)