Pages that link to "Item:Q3225916"
From MaRDI portal
The following pages link to Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection (Q3225916):
Displaying 3 items.
- Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
