Pages that link to "Item:Q1789607"
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The following pages link to Log-robust portfolio management with parameter ambiguity (Q1789607):
Displaying 8 items.
- Short sales in log-robust portfolio management (Q420886) (← links)
- A log-robust optimization approach to portfolio management (Q626631) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty (Q2312326) (← links)
- Robust Investment Management with Uncertainty in Fund Managers’ Asset Allocation (Q3194703) (← links)
- STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (Q5487829) (← links)