Pages that link to "Item:Q3100367"

The following pages link to Portfolio Selection with Robust Estimation (Q3100367):

Displaying 50 items.

• The impact of covariance misspecification in risk-based portfolios (Q126312) (← links)
• Robust portfolio selection under norm uncertainty (Q300545) (← links)
• Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
• Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
• Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
• Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
• Optimal asset allocation: risk and information uncertainty (Q322719) (← links)
• Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188) (← links)
• Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
• The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
• Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
• Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection (Q538296) (← links)
• Comparison of different estimation techniques for portfolio selection (Q636161) (← links)
• Heuristic methods for the optimal statistic median problem (Q709155) (← links)
• Dominating estimators for minimum-variance portfolios (Q737248) (← links)
• A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111) (← links)
• Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
• Robust portfolio optimization (Q811791) (← links)
• Robust mean-variance portfolio through the weighted \(L^p\) depth function (Q827128) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• The effect of regularization in portfolio selection problems (Q828760) (← links)
• Robust portfolios: contributions from operations research and finance (Q993719) (← links)
• Robust equity portfolio performance (Q1621912) (← links)
• Robust dependence modeling for high-dimensional covariance matrices with financial applications (Q1624844) (← links)
• Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
• Robustness of stable volatility strategies (Q1657466) (← links)
• Delegated portfolio management under ambiguity aversion (Q1667217) (← links)
• Feature selection for portfolio optimization (Q1699122) (← 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)
• A bi-level programming approach for global investment strategies with financial intermediation (Q1755269) (← links)
• Hybrid adaptive large neighborhood search for the optimal statistic median problem (Q1761216) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Sensitivity to estimation errors in mean-variance models (Q1879132) (← links)
• Portfolio value-at-risk optimization for asymmetrically distributed asset returns (Q1926869) (← links)
• Portfolio selection in a data-rich environment (Q1994213) (← links)
• A unified model for regularized and robust portfolio optimization (Q2007869) (← links)
• Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
• Robust conditional expectation reward-risk performance measures (Q2036926) (← links)
• The stock implied volatility and the implied dividend volatility (Q2115942) (← links)
• Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
• Robust trade-off portfolio selection (Q2218875) (← links)
• The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
• Equally weighted cardinality constrained portfolio selection via factor models (Q2228417) (← links)
• Minimum Rényi entropy portfolios (Q2241052) (← links)
• Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
• Recent advances in robust optimization: an overview (Q2256312) (← links)
• On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH (Q2288978) (← links)