Pages that link to "Item:Q3100413"
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The following pages link to Constructing Risk Measures from Uncertainty Sets (Q3100413):
Displaying 14 items.
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
- A practical guide to robust portfolio optimization (Q5014226) (← links)
- Finding Minimum Volume Circumscribing Ellipsoids Using Generalized Copositive Programming (Q5058050) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- Modeling Defender-Attacker Problems as Robust Linear Programs with Mixed-Integer Uncertainty Sets (Q5084616) (← links)
- Distributionally robust optimization for sequential decision-making (Q5238202) (← links)
- Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance (Q5379160) (← links)
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
- Balancing the profit and capacity under uncertainties: a target‐based distributionally robust knapsack problem (Q6091423) (← links)
- Robust reward–risk ratio portfolio optimization (Q6091880) (← links)
- A new distributionally robust reward-risk model for portfolio optimization (Q6595260) (← links)
- Distributionally robust portfolio optimization under marginal and copula ambiguity (Q6655814) (← links)