Pages that link to "Item:Q3392061"
From MaRDI portal
The following pages link to Robust Mean-Covariance Solutions for Stochastic Optimization (Q3392061):
Displaying 50 items.
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- Distributionally robust mixed integer linear programs: persistency models with applications (Q296964) (← links)
- On distributional robust probability functions and their computations (Q297175) (← links)
- Distribution-robust single-period inventory control problem with multiple unreliable suppliers (Q331775) (← links)
- Collaborative production planning of supply chain under price and demand uncertainty (Q420871) (← links)
- The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
- On reduced semidefinite programs for second order moment bounds with applications (Q507337) (← links)
- Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
- Almost robust discrete optimization (Q666949) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Well-posedness for the optimistic counterpart of uncertain vector optimization problems (Q828816) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Some consequences of correlation aversion in decision science (Q993723) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Ambiguous risk constraints with moment and unimodality information (Q1717225) (← links)
- A closed-form solution for robust portfolio selection with worst-case CVaR risk measure (Q1718537) (← links)
- A numerical study for robust active portfolio management with worst-case downside risk measure (Q1719373) (← links)
- Distributionally robust single machine scheduling with risk aversion (Q1752194) (← links)
- Robust sample average approximation (Q1785199) (← links)
- Likelihood robust optimization for data-driven problems (Q1789597) (← links)
- Portfolio selection under model uncertainty: a penalized moment-based optimization approach (Q1955553) (← links)
- Distributionally robust simple integer recourse (Q1989721) (← links)
- Distributionally robust scheduling on parallel machines under moment uncertainty (Q1991203) (← links)
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- A multivariate Chebyshev bound of the Selberg form (Q2081114) (← links)
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
- The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Relaxation schemes for the joint linear chance constraint based on probability inequalities (Q2165806) (← links)
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Robust assortment optimization using worst-case CVaR under the multinomial logit model (Q2294358) (← links)
- Distributionally robust parameter identification of a time-delay dynamical system with stochastic measurements (Q2310571) (← links)
- Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity (Q2349605) (← links)
- Distribution-robust loss-averse optimization (Q2361137) (← links)
- Minimax estimation by probabilistic criterion (Q2371601) (← links)
- Routing optimization with time windows under uncertainty (Q2414906) (← links)
- Distributions with maximum spread subject to Wasserstein distance constraints (Q2422610) (← links)
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760) (← links)
- Distributionally robust chance constraint with unimodality-skewness information and conic reformulation (Q2670497) (← links)
- The Newsvendor under Demand Ambiguity: Combining Data with Moment and Tail Information (Q2806068) (← links)
- On robust mean-variance portfolios (Q2810108) (← links)
- Directed Principal Component Analysis (Q2931712) (← links)
- Technical Note—A Risk- and Ambiguity-Averse Extension of the Max-Min Newsvendor Order Formula (Q2935298) (← links)
- TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (Q3161743) (← links)
- Game Theoretical Approach for Reliable Enhanced Indexation (Q4691960) (← links)
- Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (Q4971381) (← links)
