Pages that link to "Item:Q932207"

The following pages link to Robust portfolio selection based on a multi-stage scenario tree (Q932207):

Displaying 8 items.

• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Robust portfolios: contributions from operations research and finance (Q993719) (← links)
• Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
• Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
• Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
• Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
• New safe approximation of ambiguous probabilistic constraints for financial optimization problem (Q2296548) (← links)
• Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)