Robust optimization approaches for portfolio selection: a comparative analysis
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Cites work
- scientific article; zbMATH DE number 729680 (Why is no real title available?)
- scientific article; zbMATH DE number 1163813 (Why is no real title available?)
- 60 years of portfolio optimization: practical challenges and current trends
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Cited in
(5)- N-player and mean field games among fund managers considering excess logarithmic returns
- Bilevel robust optimization approach for multi-period sparse portfolio selection
- Fifty years of portfolio optimization
- Robust approaches in portfolio optimization with stochastic dominance constraints
- Sparse portfolio selection via topological data analysis based clustering
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