The following pages link to (Q5429818):
Displaying 14 items.
- Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
- Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- Robust mean-variance portfolio through the weighted \(L^p\) depth function (Q827128) (← links)
- Solving norm constrained portfolio optimization via coordinate-wise descent algorithms (Q1623568) (← links)
- Robust estimation of efficient mean-variance frontiers (Q2442794) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- Evaluation of outlier detection method performance in symmetric multivariate distributions (Q5087955) (← links)
- Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (Q5129173) (← links)
- Robust portfolio asset allocation and risk measures (Q5901149) (← links)
- Robust portfolio asset allocation and risk measures (Q5919995) (← links)
- Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints (Q6161249) (← links)
- Distributionally Favorable Optimization: A Framework for Data-Driven Decision-Making with Endogenous Outliers (Q6188509) (← links)
