Pages that link to "Item:Q2256232"
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The following pages link to Robust portfolio optimization with copulas (Q2256232):
Displaying 34 items.
- Portfolio optimization with a copula-based extension of conditional value-at-risk (Q286012) (← links)
- Convergence results for patchwork copulas (Q320028) (← links)
- Optimal product bundling with dependent valuations: the price of independence (Q323552) (← links)
- Conditional value-at-risk in portfolio optimization: coherent but fragile (Q635502) (← links)
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- On the robustness of portfolio allocation under copula misspecification (Q1615817) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
- Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
- Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
- An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
- Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
- Robust omega ratio optimization using regular vines (Q2047199) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- On a high-dimensional model representation method based on copulas (Q2178128) (← links)
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem (Q2296548) (← links)
- Copula-based Markov process (Q2306101) (← links)
- Robust portfolio selection with a combined WCVaR and factor model (Q2358869) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- Modeling dependent financial assets by dynamic copula and portfolio optimization based on CVaR (Q2832209) (← links)
- Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures (Q2871416) (← links)
- Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization (Q3611913) (← links)
- The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
- On peculiarities of\nobreakspace {}CoVaR-based portfolio\nobreakspace {}selection (Q4614225) (← links)
- Portfolio selection with commodities under conditional copulas and skew preferences (Q4683000) (← links)
- Data-driven distributionally robust risk parity portfolio optimization (Q5058398) (← links)
- Worst-case CVaR based portfolio optimization models with applications to scenario planning (Q5891577) (← links)
- Robust optimization approaches for portfolio selection: a comparative analysis (Q6601529) (← links)
- Distributionally robust portfolio optimization under marginal and copula ambiguity (Q6655814) (← links)
