Pages that link to "Item:Q3523879"
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The following pages link to Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization (Q3523879):
Displaying 50 items.
- Robust scenario-based value-at-risk optimization (Q286009) (← links)
- A linearized value-at-risk model with transaction costs and short selling (Q320109) (← links)
- The convergence of set-valued scenario approach for downside risk minimization (Q328216) (← links)
- A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
- Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374) (← links)
- Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
- A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (Q763404) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- \(\alpha \)-conservative approximation for probabilistically constrained convex programs (Q969716) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- Data-driven robust optimization (Q1702776) (← links)
- Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
- Robust portfolio selection problem under temperature uncertainty (Q1752220) (← links)
- Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
- Expected shortfall: heuristics and certificates (Q1754277) (← links)
- Portfolio value-at-risk optimization for asymmetrically distributed asset returns (Q1926869) (← links)
- Value-at-risk optimization using the difference of convex algorithm (Q1929961) (← links)
- Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
- A unified model for regularized and robust portfolio optimization (Q2007869) (← links)
- A worst-case risk measure by G-VaR (Q2025187) (← links)
- Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making (Q2030473) (← links)
- Robust international portfolio optimization with worst-case mean-CVaR (Q2158047) (← links)
- Sparse and robust mean-variance portfolio optimization problems (Q2158966) (← links)
- The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) (← links)
- Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Robust investment decisions under supply disruption in petroleum markets (Q2257348) (← links)
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem (Q2296548) (← links)
- A closer look at the minimum-variance portfolio optimization model (Q2300406) (← links)
- A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
- CVaR proxies for minimizing scenario-based value-at-risk (Q2438424) (← links)
- Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← links)
- \(\alpha\)-robust portfolio optimization problem under the distribution uncertainty (Q2691274) (← links)
- Universal Domination and Stochastic Domination—an Improved lower Bound for the Dimensionality (Q2873923) (← links)
- Bias, exploitation and proxies in scenario-based risk minimization (Q3145036) (← links)
- An optimization approach to risk decision-making of closed-loop logistics based on SCOR model (Q3145038) (← links)
- TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (Q3161743) (← links)
- A difference of convex formulation of value-at-risk constrained optimization (Q3577837) (← links)
- Robust portfolio selection under downside risk measures (Q3650968) (← links)
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- Robustness in the Optimization of Risk Measures (Q5031002) (← links)
- Star-Shaped Risk Measures (Q5058029) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- Robust Actuarial Risk Analysis (Q5742897) (← links)
- Robust portfolio asset allocation and risk measures (Q5901149) (← links)
- Robust portfolio asset allocation and risk measures (Q5919995) (← links)
- Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
