The following pages link to (Q4496020):
Displaying 38 items.
- A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
- SDP reformulation for robust optimization problems based on nonconvex QP duality (Q354630) (← links)
- Robust optimization and portfolio selection: the cost of robustness (Q421549) (← links)
- Application of robust optimization to the Sawmill planning problem (Q475255) (← links)
- Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
- A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set (Q623460) (← links)
- A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Developing a multi-period robust optimization model considering American style options (Q889540) (← links)
- Comparison and robustification of Bayes and Black-Litterman models (Q992041) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Selected topics in robust convex optimization (Q995791) (← links)
- Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- A robust counterpart approach to the bi-objective emergency medical service design problem (Q1991438) (← links)
- Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
- Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
- Multi-stage distributionally robust optimization with risk aversion (Q2031326) (← links)
- Goal-based investing based on multi-stage robust portfolio optimization (Q2151665) (← 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)
- Robust investment decisions under supply disruption in petroleum markets (Q2257348) (← links)
- Robust nonlinear optimization with conic representable uncertainty set (Q2355077) (← links)
- Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
- Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
- Robust multiperiod portfolio management in the presence of transaction costs (Q2384579) (← links)
- Factor-based robust index tracking (Q2402581) (← links)
- Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (Q2460070) (← links)
- Cuts for mixed 0-1 conic programming (Q2571004) (← links)
- Optimal chance-constrained pension fund management through dynamic stochastic control (Q2676275) (← links)
- Robust risk measurement and model risk (Q2879011) (← links)
- Robust Investment Management with Uncertainty in Fund Managers’ Asset Allocation (Q3194703) (← links)
- Robust Hedging of Electricity Retail Portfolios with CVaR Constraints (Q3627703) (← links)
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
- Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection (Q5859015) (← links)
- Selecting wood supply contracts under uncertainty using stochastic programming (Q5889171) (← links)
- Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens (Q6160409) (← links)
