Pages that link to "Item:Q2422355"
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The following pages link to Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355):
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)
- Mean-variance portfolio optimization when means and covariances are unknown (Q641134) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- A closed-form solution for robust portfolio selection with worst-case CVaR risk measure (Q1718537) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Partition-based distributionally robust optimization via optimal transport with order cone constraints (Q2168780) (← links)
- Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation (Q2241122) (← links)
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
- Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) (← links)
- \(\alpha\)-robust portfolio optimization problem under the distribution uncertainty (Q2691274) (← links)
- On robust mean-variance portfolios (Q2810108) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
- Globalized distributionally robust optimization problems under the moment-based framework (Q6611216) (← links)
