Pages that link to "Item:Q3391894"
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The following pages link to Robustness properties of mean-variance portfolios (Q3391894):
Displaying 11 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Comparison and robustification of Bayes and Black-Litterman models (Q992041) (← links)
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470) (← links)
- Robust multi-period and multi-objective portfolio selection (Q2031367) (← links)
- Entropy based robust portfolio (Q2078711) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity (Q2349605) (← links)
- Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246) (← links)
- Robust multiobjective portfolio optimization: a set order relations approach (Q2424793) (← links)
- Robust multiobjective optimization \& applications in portfolio optimization (Q2514713) (← links)
- Best-case scenario robust portfolio: evidence from China stock market (Q6054321) (← links)
