Pages that link to "Item:Q1631418"
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The following pages link to Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418):
Displaying 5 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Robust omega ratio optimization using regular vines (Q2047199) (← links)
- Scenario generation in stochastic programming using principal component analysis based on moment-matching approach (Q2307992) (← links)
- Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization (Q3611913) (← links)
- Distributionally robust portfolio optimization under marginal and copula ambiguity (Q6655814) (← links)
