Pages that link to "Item:Q2871416"
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The following pages link to Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures (Q2871416):
Displayed 13 items.
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470) (← links)
- Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
- Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
- Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
- Robust empirical optimization is almost the same as mean-variance optimization (Q2417186) (← links)
- Variance Regularization in Sequential Bayesian Optimization (Q3387910) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models (Q4991070) (← links)
- Robust reward–risk ratio portfolio optimization (Q6091880) (← links)
- Cardinality-constrained distributionally robust portfolio optimization (Q6112845) (← links)
- Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints (Q6161249) (← links)