The following pages link to Robust portfolio optimization (Q811791):
Displaying 12 items.
- Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
- A test for the weights of the global minimum variance portfolio in an elliptical model (Q745427) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Robust estimation of efficient mean-variance frontiers (Q2442794) (← links)
- Robustness properties of mean-variance portfolios (Q3391894) (← links)
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078) (← links)
- Portfolio selection with robust estimators considering behavioral biases in a causal network (Q5242358) (← links)
- Percentage Points of the Multivariate <i>t</i> Distribution (Q5446539) (← links)
- Robust portfolio asset allocation and risk measures (Q5901149) (← links)
- Robust portfolio asset allocation and risk measures (Q5919995) (← links)
- Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints (Q6161249) (← links)
