Pages that link to "Item:Q2301190"
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The following pages link to Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190):
Displaying 12 items.
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
- Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Robust equity portfolio performance (Q1621912) (← links)
- Robustness of stable volatility strategies (Q1657466) (← links)
- A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
- On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH (Q2288978) (← links)
- Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio? (Q2434848) (← links)
- Portfolio Selection with Robust Estimation (Q3100367) (← links)
- Relative Robust Portfolio Optimization with benchmark regret (Q4619537) (← links)
- International portfolio optimization based on uncertainty theory (Q5151535) (← links)
- An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios (Q6158418) (← links)