Pages that link to "Item:Q3637367"
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The following pages link to Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Q3637367):
Displaying 50 items.
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- A robust-CVaR optimization approach with application to breast cancer therapy (Q296907) (← links)
- On distributional robust probability functions and their computations (Q297175) (← links)
- Robust portfolio selection under norm uncertainty (Q300545) (← links)
- Data-driven chance constrained stochastic program (Q304243) (← links)
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- The convergence of set-valued scenario approach for downside risk minimization (Q328216) (← links)
- SDP reformulation for robust optimization problems based on nonconvex QP duality (Q354630) (← links)
- A statistical minimax approach to optimizing linear models under a priori uncertainty conditions (Q357146) (← links)
- A robust optimization approach to dispatching technicians under stochastic service times (Q375999) (← links)
- Robust optimization and portfolio selection: the cost of robustness (Q421549) (← links)
- Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328) (← links)
- Robust portfolio optimization: a conic programming approach (Q453610) (← links)
- Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
- A robust optimization approach to closed-loop supply chain network design under uncertainty (Q622896) (← links)
- A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set (Q623460) (← links)
- A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
- Robust possibilistic programming for socially responsible supply chain network design: a new approach (Q690882) (← links)
- Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Evacuation transportation planning under uncertainty: A robust optimization approach (Q836013) (← links)
- Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601) (← links)
- Using financial risk measures for analyzing generalization performance of machine learning models (Q889281) (← links)
- Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria (Q927588) (← links)
- Polymatroids and mean-risk minimization in discrete optimization (Q957370) (← links)
- \(\alpha \)-conservative approximation for probabilistically constrained convex programs (Q969716) (← links)
- Asset allocation using reliability method (Q969838) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Selected topics in robust convex optimization (Q995791) (← links)
- General robust-optimization formulation for nonlinear programming (Q995951) (← links)
- Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
- The submodular knapsack polytope (Q1040079) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches (Q1616947) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- A note on distributionally robust optimization under moment uncertainty (Q1631405) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Robust trading mechanisms over 0/1 polytopes (Q1631642) (← links)
- Robust chance-constrained support vector machines with second-order moment information (Q1639215) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk (Q1656799) (← links)
- Delegated portfolio management under ambiguity aversion (Q1667217) (← links)
- Distributionally robust chance constrained problem under interval distribution information (Q1670537) (← links)
- Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium (Q1676488) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← 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)
