scientific article; zbMATH DE number 5847193
From MaRDI portal
Publication:3072191
Recommendations
- Robust portfolio selections with joint ellipsoidal uncertainty set and probability constraints
- Robust portfolio selection based on a joint ellipsoidal uncertainty set
- A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set
- Robust portfolio selection involving options under a ``marginal+joint ellipsoidal uncertainty set
- Robust portfolio selection under norm uncertainty
- Robust portfolio selection problems including uncertainty factors
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions
- Portfolio selection with robust estimation
- Robust portfolio selection with polyhedral ambiguous inputs
- Robust portfolio choice and indifference valuation
Cited in
(12)- Robust portfolio selections with joint ellipsoidal uncertainty set and probability constraints
- Robust CVaR-based portfolio optimization under a genal affine data perturbation uncertainty set
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions
- Robust multi-period and multi-objective portfolio selection
- Robust portfolio selection involving options under a ``marginal+joint ellipsoidal uncertainty set
- Robust portfolio selection problem under temperature uncertainty
- Robust portfolio selection based on asymmetric measures of variability of stock returns
- Robust Portfolio Selection Problems
- A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set
- Portfolio selection with uncertain exit time: a robust CVaR approach
- Robust portfolio selection based on a joint ellipsoidal uncertainty set
- Robust portfolio selection under norm uncertainty
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3072191)
