Pages that link to "Item:Q3100367"
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The following pages link to Portfolio Selection with Robust Estimation (Q3100367):
Displaying 5 items.
- Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints (Q6161249) (← links)
- Static Markowitz mean-variance portfolio selection model with long-term bonds (Q6164093) (← links)
- Distributionally Favorable Optimization: A Framework for Data-Driven Decision-Making with Endogenous Outliers (Q6188509) (← links)
- Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets (Q6553231) (← links)
- Robust asset allocation with conditional value at risk using the forward search (Q6576844) (← links)