Pages that link to "Item:Q1583147"

The following pages link to Robust min-max portfolio strategies for rival forecast and risk scenarios (Q1583147):

Displaying 17 items.

• A hybrid algorithm for linearly constrained minimax problems (Q363595) (← links)
• Robust portfolio optimization: a conic programming approach (Q453610) (← links)
• Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
• Mean and variance optimization of non-linear systems and worst-case analysis (Q839487) (← links)
• A two-factor, stochastic programming model of Danish mortgage-backed securities (Q953639) (← links)
• Robust portfolios: contributions from operations research and finance (Q993719) (← links)
• A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
• Robust optimal decisions with imprecise forecasts (Q1019992) (← links)
• Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
• Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
• Robust trade-off portfolio selection (Q2218875) (← links)
• Robust portfolio optimization with copulas (Q2256232) (← links)
• Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098) (← links)
• Worst-case robust decisions for multi-period mean-variance portfolio optimization (Q2643927) (← links)
• Solving continuous min max problem for single period portfolio selection with discrete constraints by DCA (Q3165910) (← links)
• Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)
• Robust portfolio selection using linear-matrix inequalities (Q5958242) (← links)