Pages that link to "Item:Q1621905"
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The following pages link to Recent advancements in robust optimization for investment management (Q1621905):
Displaying 9 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- A branch and price approach for the robust bandwidth packing problem with queuing delays (Q2070728) (← links)
- Goal-based investing based on multi-stage robust portfolio optimization (Q2151665) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- A practical guide to robust portfolio optimization (Q5014226) (← links)
- The effects of errors in means, variances, and correlations on the mean-variance framework (Q5041668) (← links)
- Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints (Q6573347) (← links)
- A novel robust network data envelopment analysis approach for performance assessment of mutual funds under uncertainty (Q6601526) (← links)
- Data envelopment analysis model with decision makers' preferences: a robust credibility approach (Q6601534) (← links)
