Pages that link to "Item:Q1621912"
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The following pages link to Robust equity portfolio performance (Q1621912):
Displaying 7 items.
- Robust mean-variance portfolio through the weighted \(L^p\) depth function (Q827128) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Goal-based investing based on multi-stage robust portfolio optimization (Q2151665) (← links)
- An application of sparse-group Lasso regularization to equity portfolio optimization and sector selection (Q2288970) (← links)
- The effects of errors in means, variances, and correlations on the mean-variance framework (Q5041668) (← links)
- Robust optimization approaches for portfolio selection: a comparative analysis (Q6601529) (← links)
