Pages that link to "Item:Q2358869"
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The following pages link to Robust portfolio selection with a combined WCVaR and factor model (Q2358869):
Displaying 4 items.
- Robust multi-period and multi-objective portfolio selection (Q2031367) (← links)
- Sparse and robust mean-variance portfolio optimization problems (Q2158966) (← links)
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)