Pages that link to "Item:Q1994379"

The following pages link to Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379):

Displaying 16 items.

• A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
• A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
• Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
• A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints (Q1670530) (← links)
• Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
• A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
• Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (Q2031316) (← links)
• Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework (Q2125368) (← links)
• Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
• Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
• A model of distributionally robust two-stage stochastic convex programming with linear recourse (Q2295314) (← links)
• A closer look at the minimum-variance portfolio optimization model (Q2300406) (← links)
• Quadratic two-stage stochastic optimization with coherent measures of risk (Q2413101) (← links)
• A class of two-stage distributionally robust games (Q2423291) (← links)
• Mean–variance portfolio optimization with parameter sensitivity control^† (Q2829560) (← links)
• Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball (Q6142068) (← links)