Pages that link to "Item:Q2488227"
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The following pages link to Robust profit opportunities in risky financial portfolios (Q2488227):
Displaying 16 items.
- The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Asset allocation using reliability method (Q969838) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Relaxed robust second-order-cone programming (Q1021530) (← links)
- Delegated portfolio management under ambiguity aversion (Q1667217) (← links)
- A survey of adjustable robust optimization (Q1740490) (← links)
- Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
- Robust portfolio selection for index tracking (Q1762050) (← links)
- Tight bounds for a class of data-driven distributionally robust risk measures (Q2115129) (← links)
- Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
- Robust nonlinear optimization with conic representable uncertainty set (Q2355077) (← links)
- Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
- Adjustable robust optimization models for a nonlinear two-period system (Q2481117) (← links)
- Distributionally robust profit opportunities (Q2661601) (← links)
- On robust mean-variance portfolios (Q2810108) (← links)
