Pages that link to "Item:Q5958242"

The following pages link to Robust portfolio selection using linear-matrix inequalities (Q5958242):

Displaying 22 items.

• Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
• The convergence of set-valued scenario approach for downside risk minimization (Q328216) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601) (← links)
• Robust portfolios: contributions from operations research and finance (Q993719) (← links)
• A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
• Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← 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)
• Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
• Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
• Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
• Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
• Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
• Robust portfolio selection with uncertain exit time using worst-case VaR strategy (Q2465952) (← links)
• Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098) (← links)
• Robust portfolios that do not tilt factor exposure (Q2514712) (← links)
• Robust solutions to multi-objective linear programs with uncertain data (Q2630217) (← links)
• High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
• Robust portfolio selection under downside risk measures (Q3650968) (← links)
• A VaR Black–Litterman model for the construction of absolute return fund-of-funds (Q4911225) (← links)
• Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)