Robust portfolio selection with distributional uncertainty and integer constraints
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Cites work
- A distributed computation algorithm for solving portfolio problems with integer variables
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- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 2221907 (Why is no real title available?)
- Likelihood robust optimization for data-driven problems
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- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude
- Minimax Theorems
- Multi-stage distributionally robust optimization with risk aversion
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- Robust consumer preference analysis with a social network
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- Robust Portfolio Selection Problems
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- Varieties of long memory models
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- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
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