Pages that link to "Item:Q2810108"

The following pages link to On robust mean-variance portfolios (Q2810108):

Displaying 12 items.

• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Robust portfolio decisions for financial institutions (Q1714474) (← links)
• An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
• Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
• A robust Sharpe ratio (Q2061748) (← links)
• Entropy based robust portfolio (Q2078711) (← links)
• Optimal pension fund management under risk and uncertainty: the case study of Poland (Q2089448) (← links)
• Optimal portfolio choice: a minimum expected loss approach (Q2299386) (← links)
• Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246) (← links)
• Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
• Best-case scenario robust portfolio: evidence from China stock market (Q6054321) (← links)
• Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)