Pages that link to "Item:Q1750392"
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The following pages link to An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392):
Displaying 9 items.
- Research on probability mean-lower semivariance-entropy portfolio model with background risk (Q783139) (← links)
- The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) (← links)
- A possibilistic portfolio model with fuzzy liquidity constraint (Q2205332) (← links)
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
- The Exact Solution of Multi-period Portfolio Choice Problem with Exponential Utility (Q2806891) (← links)
- Ambiguous Risk Measures and Optimal Robust Portfolios (Q3519406) (← links)
- Best-case scenario robust portfolio: evidence from China stock market (Q6054321) (← links)
- A robust ordered weighted averaging loss model for portfolio optimization (Q6568483) (← links)
- Risk-adjusted exponential gradient strategies for online portfolio selection (Q6621838) (← links)
