Pages that link to "Item:Q3519406"
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The following pages link to Ambiguous Risk Measures and Optimal Robust Portfolios (Q3519406):
Displaying 21 items.
- Data-driven distributionally robust risk parity portfolio optimization (Q5058398) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- (Q5080599) (← links)
- Data-Driven Optimization of Reward-Risk Ratio Measures (Q5085482) (← links)
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics (Q5085987) (← links)
- Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty (Q5114395) (← links)
- Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
- Gain-loss pricing under ambiguity of measure (Q5189212) (← links)
- Variational Theory for Optimization under Stochastic Ambiguity (Q5266537) (← links)
- Distributionally robust workforce scheduling in call centres with uncertain arrival rates (Q5299909) (← links)
- Solution Approaches to Linear Fractional Programming and Its Stochastic Generalizations Using Second Order Cone Approximations (Q5857295) (← links)
- Optimality and duality for robust multiobjective optimization problems (Q5962927) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
- A distributionally ambiguous two-stage stochastic approach for investment in renewable generation (Q6046312) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric (Q6085747) (← links)
- Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance (Q6109914) (← links)
- Portfolio selection: a target-distribution approach (Q6113329) (← links)
- On approximate optimality conditions for robust multi-objective convex optimization problems (Q6169207) (← links)
- Distributionally robust optimization for engineering design under uncertainty (Q6554508) (← links)
- Distributionally robust portfolio optimization under marginal and copula ambiguity (Q6655814) (← links)