Pages that link to "Item:Q3100367"

The following pages link to Portfolio Selection with Robust Estimation (Q3100367):

Displaying 50 items.

• Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
• Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
• Optimal asset allocation: risk and information uncertainty (Q322719) (← links)
• Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188) (← links)
• Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
• The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
• Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
• Heuristic methods for the optimal statistic median problem (Q709155) (← links)
• A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111) (← links)
• Robust mean-variance portfolio through the weighted \(L^p\) depth function (Q827128) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• The effect of regularization in portfolio selection problems (Q828760) (← links)
• Robust portfolios: contributions from operations research and finance (Q993719) (← links)
• Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
• Robustness of stable volatility strategies (Q1657466) (← links)
• Delegated portfolio management under ambiguity aversion (Q1667217) (← links)
• Feature selection for portfolio optimization (Q1699122) (← links)
• An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
• A bi-level programming approach for global investment strategies with financial intermediation (Q1755269) (← links)
• Hybrid adaptive large neighborhood search for the optimal statistic median problem (Q1761216) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Portfolio value-at-risk optimization for asymmetrically distributed asset returns (Q1926869) (← links)
• A unified model for regularized and robust portfolio optimization (Q2007869) (← links)
• Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
• Robust conditional expectation reward-risk performance measures (Q2036926) (← links)
• The stock implied volatility and the implied dividend volatility (Q2115942) (← links)
• Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
• The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
• Equally weighted cardinality constrained portfolio selection via factor models (Q2228417) (← links)
• Minimum Rényi entropy portfolios (Q2241052) (← links)
• Recent advances in robust optimization: an overview (Q2256312) (← links)
• Sparse precision matrices for minimum variance portfolios (Q2320464) (← links)
• Un-diversifying during crises: is it a good idea? (Q2320465) (← links)
• A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
• Constructing optimal sparse portfolios using regularization methods (Q2355718) (← links)
• Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
• Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246) (← links)
• Robust estimation of efficient mean-variance frontiers (Q2442794) (← links)
• Robust M-estimation of multivariate GARCH models (Q2445701) (← links)
• Mean-chance model for portfolio selection based on uncertain measure (Q2514624) (← links)
• 60 years of portfolio optimization: practical challenges and current trends (Q2514707) (← links)
• Robust multiobjective optimization \& applications in portfolio optimization (Q2514713) (← links)
• On robust mean-variance portfolios (Q2810108) (← links)
• Extension of the random matrix theory to the L-moments for robust portfolio selection (Q2871418) (← links)
• A concave optimization-based approach for sparse portfolio selection (Q2905343) (← links)
• Robust Investment Management with Uncertainty in Fund Managers’ Asset Allocation (Q3194703) (← links)
• Ambiguous Joint Chance Constraints Under Mean and Dispersion Information (Q4604907) (← links)
• Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)