scientific article; zbMATH DE number 5847193
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Publication:3072191
zbMATH Open1224.91130MaRDI QIDQ3072191FDOQ3072191
Authors: X. M. An, Gui-Mei Luo 
Publication date: 5 February 2011
Title of this publication is not available (Why is that?)
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Convex programming (90C25) Portfolio theory (91G10)
Cited In (12)
- Robust portfolio selection based on a joint ellipsoidal uncertainty set
- Robust portfolio selection problem under temperature uncertainty
- Robust portfolio selection based on asymmetric measures of variability of stock returns
- 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
- Portfolio selection with uncertain exit time: a robust CVaR approach
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions
- Robust CVaR-based portfolio optimization under a genal affine data perturbation uncertainty set
- Robust multi-period and multi-objective portfolio selection
- Robust portfolio selections with joint ellipsoidal uncertainty set and probability constraints
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