Pages that link to "Item:Q2183311"
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The following pages link to Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311):
Displaying 12 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Robust portfolio selection based on asymmetric measures of variability of stock returns (Q843134) (← links)
- A numerical study for robust active portfolio management with worst-case downside risk measure (Q1719373) (← links)
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
- Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework (Q2125368) (← links)
- A mental account-based portfolio selection model with an application for data with smaller dimensions (Q2147082) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Adaptive online portfolio selection with transaction costs (Q2242399) (← links)
- Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (Q2460070) (← links)
- Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) (← links)
- Portfolio selection with tail nonlinearly transformed risk measures—a comparison with mean-CVaR analysis (Q5014233) (← links)
- A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms (Q5149518) (← links)
