Pages that link to "Item:Q1955553"
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The following pages link to Portfolio selection under model uncertainty: a penalized moment-based optimization approach (Q1955553):
Displaying 11 items.
- Robust decision making using a general utility set (Q1750483) (← links)
- An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
- A moment matching approach to log-normal portfolio optimization (Q1789581) (← links)
- Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method (Q2320916) (← links)
- Robust control of partially observable failing systems (Q2830770) (← links)
- Portfolio selection models based on Cross-entropy of uncertain variables (Q5275265) (← links)
- Globalized distributionally robust optimization based on samples (Q6203548) (← links)
- Globalized distributionally robust optimization problems under the moment-based framework (Q6611216) (← links)
