Pages that link to "Item:Q319341"

The following pages link to Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341):

Displaying 18 items.

• Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
• Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
• Long-run wavelet-based correlation for financial time series (Q724160) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Risk-based strategies: the social responsibility of investment universes does matter (Q1615802) (← links)
• Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach (Q1662706) (← links)
• Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
• Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
• Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
• Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
• Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
• A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
• Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios (Q4555154) (← links)
• Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
• A bi‐level programming framework for identifying optimal parameters in portfolio selection (Q6092501) (← links)
• Robust asset allocation with conditional value at risk using the forward search (Q6576844) (← links)