Pages that link to "Item:Q2810108"
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The following pages link to On robust mean-variance portfolios (Q2810108):
Displaying 31 items.
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- CVaR robust mean-CVaR portfolio optimization (Q469842) (← links)
- The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Robust portfolio decisions for financial institutions (Q1714474) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← links)
- A robust Sharpe ratio (Q2061748) (← links)
- Entropy based robust portfolio (Q2078711) (← links)
- Optimal pension fund management under risk and uncertainty: the case study of Poland (Q2089448) (← links)
- Optimal portfolio choice: a minimum expected loss approach (Q2299386) (← links)
- Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity (Q2349605) (← links)
- Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246) (← links)
- Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355) (← links)
- Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
- Robust portfolios that do not tilt factor exposure (Q2514712) (← links)
- A robust Markowitz mean-variance portfolio selection model with an intractable claim (Q2797756) (← links)
- A theory of portfolio revision: robustness and truncation problems (Q3339611) (← links)
- Robust Mean-Covariance Solutions for Stochastic Optimization (Q3392061) (← links)
- Ambiguous Risk Measures and Optimal Robust Portfolios (Q3519406) (← links)
- Robust Portfolio Optimisation with Multiple Experts* (Q3564679) (← links)
- ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295) (← links)
- Robust mean variance optimization problem under Rényi divergence information (Q4639130) (← links)
- Robust Portfolio Control with Stochastic Factor Dynamics (Q5166253) (← links)
- Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim (Q5356918) (← links)
- Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
- Best-case scenario robust portfolio: evidence from China stock market (Q6054321) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
- A robust ordered weighted averaging loss model for portfolio optimization (Q6568483) (← links)