Pages that link to "Item:Q2240280"
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The following pages link to Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280):
Displaying 4 items.
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (Q319614) (← links)
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
- Uncertain random mean–variance–skewness models for the portfolio optimization problem (Q5054739) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)