Pages that link to "Item:Q5704112"
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The following pages link to Robust Portfolio Selection Problems (Q5704112):
Displaying 50 items.
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- A maximum entropy method for a robust portfolio problem (Q296477) (← links)
- High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
- Robust portfolio selection under norm uncertainty (Q300545) (← links)
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
- Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
- Sequential quadrature methods for RDO (Q325581) (← 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)
- 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)
- Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
- A robust optimization approach to dispatching technicians under stochastic service times (Q375999) (← links)
- Short sales in log-robust portfolio management (Q420886) (← 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)
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- Robust portfolio optimization: a conic programming approach (Q453610) (← links)
- The robust Merton problem of an ambiguity averse investor (Q506375) (← 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 log-robust optimization approach to portfolio management (Q626631) (← links)
- A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
- On the role of norm constraints in portfolio selection (Q645500) (← links)
- Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
- A relaxation algorithm with a probabilistic guarantee for robust deviation optimization (Q707779) (← links)
- Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
- Robust mean-variance portfolio through the weighted \(L^p\) depth function (Q827128) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- The effect of regularization in portfolio selection problems (Q828760) (← links)
- Robust portfolio selection based on asymmetric measures of variability of stock returns (Q843134) (← links)
- Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601) (← links)
- Developing a multi-period robust optimization model considering American style options (Q889540) (← links)
- A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees (Q903922) (← links)
- Robust portfolio selection based on a multi-stage scenario tree (Q932207) (← links)
- Asset allocation using reliability method (Q969838) (← links)
- A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251) (← 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)
- Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
- Relaxed robust second-order-cone programming (Q1021530) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- An interior-point method for a class of saddle-point problems (Q1411479) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Robust equity portfolio performance (Q1621912) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Multiple tests for the performance of different investment strategies (Q1633252) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
