Pages that link to "Item:Q993719"

The following pages link to Robust portfolios: contributions from operations research and finance (Q993719):

Displaying 50 items.

• Two-stage financial risk tolerance assessment using data envelopment analysis (Q297229) (← links)
• Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
• The convergence of set-valued scenario approach for downside risk minimization (Q328216) (← links)
• Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328) (← links)
• Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
• A general solution for robust linear programs with distortion risk constraints (Q492796) (← links)
• The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
• Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
• On the role of norm constraints in portfolio selection (Q645500) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
• Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
• A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
• Determination and estimation of risk aversion coefficients (Q1616811) (← links)
• Fuzzy views on Black-Litterman portfolio selection model (Q1621186) (← links)
• Recent advancements in robust optimization for investment management (Q1621905) (← links)
• On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets (Q1621908) (← links)
• Robust equity portfolio performance (Q1621912) (← links)
• Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
• Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
• Robustness of stable volatility strategies (Q1657466) (← links)
• Delegated portfolio management under ambiguity aversion (Q1667217) (← links)
• Portfolio selection strategy for fixed income markets with immunization on average (Q1703564) (← links)
• A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
• A closed-form solution for robust portfolio selection with worst-case CVaR risk measure (Q1718537) (← links)
• A numerical study for robust active portfolio management with worst-case downside risk measure (Q1719373) (← links)
• Stability advances in robust portfolio optimization under parallelepiped uncertainty (Q1725837) (← links)
• Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
• On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
• An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
• Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470) (← links)
• An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
• Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
• Investment decisions and sensitivity analysis: NPV-consistency of rates of return (Q1754333) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← 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)
• Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) (← links)
• Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
• Robust omega ratio optimization using regular vines (Q2047199) (← links)
• KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
• Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
• Portfolio optimization of financial commodities with energy futures (Q2150875) (← links)
• Goal-based investing based on multi-stage robust portfolio optimization (Q2151665) (← links)
• The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
• Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
• A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
• Minimum Rényi entropy portfolios (Q2241052) (← links)
• Multi-asset scenario building for trend-following trading strategies (Q2241067) (← links)
• Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)