Pages that link to "Item:Q2422355"
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The following pages link to Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355):
Displayed 8 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Partition-based distributionally robust optimization via optimal transport with order cone constraints (Q2168780) (← links)
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
- Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) (← links)
- \(\alpha\)-robust portfolio optimization problem under the distribution uncertainty (Q2691274) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)