Robust portfolio selection problems including uncertainty factors
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Cited in
(10)- Robust portfolio decisions for financial institutions
- Robust-based interactive portfolio selection problems with an uncertainty set of returns
- Robust trade-off portfolio selection
- Robust portfolio selection under norm uncertainty
- scientific article; zbMATH DE number 5847193 (Why is no real title available?)
- Robust portfolio selection based on a joint ellipsoidal uncertainty set
- Robust portfolio selection under downside risk measures
- Robust portfolio selection involving options under a ``marginal+joint ellipsoidal uncertainty set
- A Hybrid Approach of Optimization and Sampling for Robust Portfolio Selection
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions
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