Pages that link to "Item:Q2190316"
From MaRDI portal
The following pages link to CVaR-based robust models for portfolio selection (Q2190316):
Displaying 16 items.
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- CVaR robust mean-CVaR portfolio optimization (Q469842) (← links)
- Robust portfolio optimization (Q811791) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← 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)
- A chance-constrained stochastic model predictive control problem with disturbance feedback (Q2031315) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
- Distributionally robust return-risk optimization models and their applications (Q2336705) (← links)
- Robust portfolio selection with a combined WCVaR and factor model (Q2358869) (← links)
- Financial risk contagion and optimal control (Q2691295) (← links)
- Long-only equal risk contribution portfolios for CVaR under discrete distributions (Q4619533) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- (Q5400290) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
