Pages that link to "Item:Q2336705"
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The following pages link to Distributionally robust return-risk optimization models and their applications (Q2336705):
Displaying 10 items.
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- CVaR-based robust models for portfolio selection (Q2190316) (← links)
- A survey of decision making and optimization under uncertainty (Q2241216) (← links)
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse (Q2304274) (← links)
- Inseparable robust reward-risk optimization models with distribution uncertainty (Q2396920) (← links)
- Data-driven distributionally robust risk parity portfolio optimization (Q5058398) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- A robust statistical approach to select adequate error distributions for financial returns (Q5138523) (← links)
- Robust reward–risk ratio portfolio optimization (Q6091880) (← links)
- A modified exchange algorithm for distributional robust optimization and applications in risk management (Q6092503) (← links)