Pages that link to "Item:Q2256232"
From MaRDI portal
The following pages link to Robust portfolio optimization with copulas (Q2256232):
Displayed 19 items.
- Convergence results for patchwork copulas (Q320028) (← links)
- Optimal product bundling with dependent valuations: the price of independence (Q323552) (← links)
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
- Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
- An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
- Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
- Robust omega ratio optimization using regular vines (Q2047199) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- On a high-dimensional model representation method based on copulas (Q2178128) (← links)
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem (Q2296548) (← links)
- Copula-based Markov process (Q2306101) (← links)
- The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)