Pages that link to "Item:Q425328"
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The following pages link to Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328):
Displaying 9 items.
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- Developing a multi-period robust optimization model considering American style options (Q889540) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← 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)
- Robust optimization approximation for ambiguous P-model and its application (Q1721047) (← links)
- Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
- Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity (Q2349605) (← links)
- Robust portfolio asset allocation and risk measures (Q5919995) (← links)
