Pages that link to "Item:Q4628038"

The following pages link to Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038):

Displayed 11 items.

• Robust portfolio optimization: a categorized bibliographic review (Q827129) ‎ (← links)
• Distributionally robust optimization. A review on theory and applications (Q2074636) ‎ (← links)
• Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) ‎ (← links)
• Capital asset pricing model under distribution uncertainty (Q2165778) ‎ (← links)
• Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) ‎ (← links)
• \(\alpha\)-robust portfolio optimization problem under the distribution uncertainty (Q2691274) ‎ (← links)
• Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) ‎ (← links)
• Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) ‎ (← links)
• Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) ‎ (← links)
• Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric (Q6085747) ‎ (← links)
• (Q6155225) ‎ (← links)