Pages that link to "Item:Q3100367"
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The following pages link to Portfolio Selection with Robust Estimation (Q3100367):
Displaying 50 items.
- Optimal portfolio choice: a minimum expected loss approach (Q2299386) (← links)
- Sparse precision matrices for minimum variance portfolios (Q2320464) (← links)
- Un-diversifying during crises: is it a good idea? (Q2320465) (← links)
- A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
- Constructing optimal sparse portfolios using regularization methods (Q2355718) (← links)
- Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
- What do robust equity portfolio models really do? (Q2393346) (← links)
- Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246) (← links)
- Robust estimation of efficient mean-variance frontiers (Q2442794) (← links)
- Robust M-estimation of multivariate GARCH models (Q2445701) (← links)
- Mean-chance model for portfolio selection based on uncertain measure (Q2514624) (← links)
- 60 years of portfolio optimization: practical challenges and current trends (Q2514707) (← links)
- Robust multiobjective optimization \& applications in portfolio optimization (Q2514713) (← links)
- Outlier removal for prediction of covariance matrices with an application to portfolio optimization (Q2732666) (← links)
- On robust mean-variance portfolios (Q2810108) (← links)
- Extension of the random matrix theory to the L-moments for robust portfolio selection (Q2871418) (← links)
- A concave optimization-based approach for sparse portfolio selection (Q2905343) (← links)
- (Q3072191) (← links)
- Performance of Portfolios Optimized with Estimation Error (Q3116117) (← links)
- Robust Investment Management with Uncertainty in Fund Managers’ Asset Allocation (Q3194703) (← links)
- Robust portfolio selection under downside risk measures (Q3650968) (← links)
- A Hybrid Approach of Optimization and Sampling for Robust Portfolio Selection (Q4596233) (← links)
- Ambiguous Joint Chance Constraints Under Mean and Dispersion Information (Q4604907) (← links)
- Disentangling the role of variance and covariance information in portfolio selection problems (Q4628035) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- Smart Indexing Under Regime-Switching Economic States (Q4994677) (← links)
- Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs (Q4995063) (← links)
- Optimal Portfolio Diversification via Independent Component Analysis (Q5031000) (← links)
- Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
- Estimation risk and the implicit value of index-tracking (Q5068090) (← links)
- Efficient cluster-based portfolio optimization (Q5082777) (← links)
- Rational explanation for rule-of-thumb practices in asset allocation (Q5120738) (← links)
- Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (Q5129173) (← links)
- Multicriteria decision making under uncertainty: a visual approach (Q5175824) (← links)
- (Q5217732) (← links)
- Portfolio selection with robust estimators considering behavioral biases in a causal network (Q5242358) (← links)
- (Q5350358) (← links)
- Portfolio Optimization under Solvency Constraints: A Dynamical Approach (Q5379126) (← links)
- (Q5400290) (← links)
- Robust and adaptive algorithms for online portfolio selection (Q5745634) (← links)
- Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection (Q5882243) (← links)
- A survey of nonlinear robust optimization (Q5882395) (← links)
- Robust portfolio asset allocation and risk measures (Q5901149) (← links)
- Robust portfolio asset allocation and risk measures (Q5919995) (← links)
- Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric (Q6085747) (← links)
- Sparse and risk diversification portfolio selection (Q6097487) (← links)
- Portfolio selection: a target-distribution approach (Q6113329) (← links)
- Robustifying Markowitz (Q6150519) (← links)
- An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios (Q6158418) (← links)