Pages that link to "Item:Q2247918"
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The following pages link to Recent developments in robust portfolios with a worst-case approach (Q2247918):
Displaying 30 items.
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
- A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Robust equity portfolio performance (Q1621912) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← 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)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) (← links)
- The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
- Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
- Goal-based investing based on multi-stage robust portfolio optimization (Q2151665) (← links)
- Is being ``robust'' beneficial? A perspective from the Indian market (Q2166065) (← links)
- Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (Q2216399) (← links)
- Robust trade-off portfolio selection (Q2218875) (← links)
- A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- 60 years of portfolio optimization: practical challenges and current trends (Q2514707) (← links)
- Robust portfolios that do not tilt factor exposure (Q2514712) (← links)
- ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295) (← links)
- Relative Robust Portfolio Optimization with benchmark regret (Q4619537) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- Bayesian Portfolio Optimization for Electricity Generation Planning (Q4689189) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- A practical guide to robust portfolio optimization (Q5014226) (← links)
- Best-case scenario robust portfolio: evidence from China stock market (Q6054321) (← links)
- Distributionally robust end-to-end portfolio construction (Q6063322) (← links)