The following pages link to Robust asset allocation (Q2386659):
Displaying 50 items.
- Robust portfolio selection under norm uncertainty (Q300545) (← links)
- Methods for minimax estimation under elementwise covariance uncertainty (Q315153) (← links)
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
- Optimal asset allocation: risk and information uncertainty (Q322719) (← links)
- Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
- Robust optimization and portfolio selection: the cost of robustness (Q421549) (← links)
- Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328) (← links)
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- Robust portfolio optimization: a conic programming approach (Q453610) (← links)
- CVaR robust mean-CVaR portfolio optimization (Q469842) (← links)
- Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
- Interval uncertainty-based robust optimization for convex and non-convex quadratic programs with applications in network infrastructure planning (Q539107) (← links)
- A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set (Q623460) (← links)
- A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Robustness-based approach for fuzzy multi-objective problems (Q828867) (← links)
- Robust portfolio selection based on asymmetric measures of variability of stock returns (Q843134) (← links)
- Generalized semi-infinite programming: a tutorial (Q929611) (← links)
- Asset allocation using reliability method (Q969838) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Robust risk budgeting (Q1621907) (← links)
- Robust equity portfolio performance (Q1621912) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Delegated portfolio management under ambiguity aversion (Q1667217) (← links)
- A closed-form solution for robust portfolio selection with worst-case CVaR risk measure (Q1718537) (← links)
- Stability advances in robust portfolio optimization under parallelepiped uncertainty (Q1725837) (← links)
- Distributed algorithm for robust resource allocation with polyhedral uncertain allocation parameters (Q1747000) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470) (← links)
- The dynamic Black-Litterman approach to asset allocation (Q1751931) (← links)
- An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
- A more human-like portfolio optimization approach (Q1752192) (← links)
- Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
- Robust portfolio selection for index tracking (Q1762050) (← links)
- Log-robust portfolio management with parameter ambiguity (Q1789607) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- A framework for optimization under ambiguity (Q1931627) (← links)
- Portfolio selection under model uncertainty: a penalized moment-based optimization approach (Q1955553) (← links)
- A unified model for regularized and robust portfolio optimization (Q2007869) (← links)
- Nonconvex robust programming via value-function optimization (Q2028490) (← links)
- Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) (← links)
- The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
- Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
- Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
- Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
- Sparse and robust mean-variance portfolio optimization problems (Q2158966) (← links)
- Capital asset pricing model under distribution uncertainty (Q2165778) (← links)
