Pages that link to "Item:Q1313140"
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The following pages link to Computing efficient frontiers using estimated parameters (Q1313140):
Displaying 50 items.
- A maximum entropy method for a robust portfolio problem (Q296477) (← links)
- Robust international portfolio management (Q373171) (← links)
- Robust portfolio optimization: a conic programming approach (Q453610) (← links)
- CVaR robust mean-CVaR portfolio optimization (Q469842) (← links)
- Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
- Conditional value-at-risk in portfolio optimization: coherent but fragile (Q635502) (← links)
- Mean-variance portfolio optimization when means and covariances are unknown (Q641134) (← links)
- Minimum standards for investment performance: a new perspective on non-life insurer solvency (Q659102) (← links)
- Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
- Heuristic methods for the optimal statistic median problem (Q709155) (← links)
- Developing new portfolio strategies by aggregation (Q827154) (← links)
- The effect of regularization in portfolio selection problems (Q828760) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Risk minimization in multi-factor portfolios: what is the best strategy? (Q1621911) (← links)
- Robust equity portfolio performance (Q1621912) (← links)
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
- Robust hedging strategies (Q1761191) (← links)
- Log-robust portfolio management with parameter ambiguity (Q1789607) (← links)
- Asset allocation strategies based on penalized quantile regression (Q1789637) (← links)
- International portfolio management with affine policies (Q1927003) (← links)
- Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
- Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) (← links)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- Is being ``robust'' beneficial? A perspective from the Indian market (Q2166065) (← links)
- Generalized risk parity portfolio optimization: an ADMM approach (Q2200091) (← links)
- Asset allocation under predictability and parameter uncertainty using Lasso (Q2221462) (← links)
- The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
- Portfolio optimization with behavioural preferences and investor memory (Q2239976) (← links)
- Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy (Q2241097) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- Constructing optimal sparse portfolios using regularization methods (Q2355718) (← links)
- Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
- What do robust equity portfolio models really do? (Q2393346) (← links)
- Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe (Q2423926) (← links)
- Robust estimation of efficient mean-variance frontiers (Q2442794) (← links)
- Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711) (← links)
- Robust portfolios that do not tilt factor exposure (Q2514712) (← links)
- Mean–variance portfolio optimization with parameter sensitivity control<sup>†</sup> (Q2829560) (← links)
- A concave optimization-based approach for sparse portfolio selection (Q2905343) (← links)
- Resolution of Degeneracy in Merton's Portfolio Problem (Q2953941) (← links)
- Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (Q3004474) (← links)
- Bias, exploitation and proxies in scenario-based risk minimization (Q3145036) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- A bi‐level programming framework for identifying optimal parameters in portfolio selection (Q6092501) (← links)
- Robustifying Markowitz (Q6150519) (← links)
- Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints (Q6161249) (← links)
