Pages that link to "Item:Q3354893"
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The following pages link to Sensitivity Analysis for Mean-Variance Portfolio Problems (Q3354893):
Displaying 39 items.
- On the diversity constraints for portfolio optimization (Q280668) (← links)
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- Equilibrium in an ambiguity-averse mean-variance investors market (Q296609) (← links)
- Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection (Q538296) (← links)
- Vehicle routing with stochastic time-dependent travel times (Q976985) (← links)
- Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
- Mean-variance-skewness model for portfolio selection with fuzzy returns (Q1038405) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Minimax rule for energy optimization (Q1648280) (← links)
- Delegated portfolio management under ambiguity aversion (Q1667217) (← links)
- Risk management strategies for finding universal portfolios (Q1699132) (← links)
- DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) (← links)
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470) (← links)
- On the computation of the efficient frontier of the portfolio selection problem (Q1760553) (← links)
- A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
- On interval portfolio selection problem (Q1794342) (← links)
- Applications of stochastic programming under incomplete information (Q1893965) (← links)
- Portfolio selection in a data-rich environment (Q1994213) (← links)
- The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
- Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- Necessary and sufficient conditions of solution uniqueness in 1-norm minimization (Q2260650) (← links)
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230) (← links)
- An optimization-diversification approach to portfolio selection (Q2301189) (← links)
- Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
- Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity (Q2349605) (← links)
- A queueing framework for routing problems with time-dependent travel times (Q2369970) (← links)
- Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246) (← links)
- Optimization for financial engineering: a special issue (Q2402573) (← links)
- Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711) (← links)
- On robust mean-variance portfolios (Q2810108) (← links)
- Portfolio selection using R (Q3388813) (← links)
- ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295) (← links)
- Entropy and information in portfolio choice (Q4763837) (← links)
- Conditioning theory of the equality constrained quadratic programming and its applications (Q5858718) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
- A unified algorithm framework for mean-variance optimization in discounted Markov decision processes (Q6096629) (← links)
- Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens (Q6160409) (← links)