Pages that link to "Item:Q3093036"

The following pages link to Robust portfolio selection based on a joint ellipsoidal uncertainty set (Q3093036):

Displaying 22 items.

• The convergence of set-valued scenario approach for downside risk minimization (Q328216) (← links)
• Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Developing a multi-period robust optimization model considering American style options (Q889540) (← links)
• Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
• A closed-form solution for robust portfolio selection with worst-case CVaR risk measure (Q1718537) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
• Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
• Is being ``robust'' beneficial? A perspective from the Indian market (Q2166065) (← links)
• Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
• Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
• Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
• Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures (Q2871416) (← links)
• Robust mean variance optimization problem under Rényi divergence information (Q4639130) (← links)
• Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization (Q4971373) (← links)
• Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
• Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
• Robust portfolio asset allocation and risk measures (Q5919995) (← links)
• Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
• Weight bound constraints in mean-variance models: a robust control theory foundation via machine learning (Q6592279) (← links)
• Distributionally robust portfolio optimization under marginal and copula ambiguity (Q6655814) (← links)