Pages that link to "Item:Q2070731"
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The following pages link to KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731):
Displaying 4 items.
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
- Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning (Q6073271) (← links)
- CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (Q6088563) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)