Pages that link to "Item:Q287620"
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The following pages link to Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620):
Displaying 25 items.
- CVaR robust mean-CVaR portfolio optimization (Q469842) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets (Q1621908) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Robustness in deterministic vector optimization (Q1730805) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470) (← links)
- Distributionally robust last-train coordination planning problem with dwell time adjustment strategy (Q2056657) (← links)
- Risk-averse hub location: formulation and solution approach (Q2147022) (← links)
- Characterization of norm-based robust solutions in vector optimization (Q2178894) (← links)
- CVaR-based robust models for portfolio selection (Q2190316) (← links)
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← 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)
- Optimal chance-constrained pension fund management through dynamic stochastic control (Q2676275) (← links)
- On robust mean-variance portfolios (Q2810108) (← links)
- Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection (Q3225916) (← links)
- Ambiguous Risk Measures and Optimal Robust Portfolios (Q3519406) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim (Q5356918) (← links)
- (Q5400290) (← links)
- Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← 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)
