Pages that link to "Item:Q3650968"

The following pages link to Robust portfolio selection under downside risk measures (Q3650968):

Displaying 36 items.

• Robust portfolio selection under norm uncertainty (Q300545) (← links)
• The convergence of set-valued scenario approach for downside risk minimization (Q328216) (← links)
• Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328) (← links)
• Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
• Portfolio optimization with \(pw\)-robustness (Q668953) (← links)
• A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Robust portfolio selection based on asymmetric measures of variability of stock returns (Q843134) (← links)
• Time-consistent investment strategy under partial information (Q896762) (← links)
• Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
• Portfolio optimization under lower partial risk measures (Q1425572) (← links)
• A closed-form solution for robust portfolio selection with worst-case CVaR risk measure (Q1718537) (← links)
• A numerical study for robust active portfolio management with worst-case downside risk measure (Q1719373) (← links)
• Robust portfolio selection problem under temperature uncertainty (Q1752220) (← links)
• Portfolio selection under model uncertainty: a penalized moment-based optimization approach (Q1955553) (← links)
• Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
• Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
• Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
• Markowitz with regret (Q2002638) (← links)
• Robust conditional expectation reward-risk performance measures (Q2036926) (← links)
• Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
• Is being ``robust'' beneficial? A perspective from the Indian market (Q2166065) (← links)
• Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
• Theory and statistical properties of quantile data envelopment analysis (Q2184157) (← links)
• Robust trade-off portfolio selection (Q2218875) (← links)
• Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (Q2460070) (← links)
• Robust portfolio selection with uncertain exit time using worst-case VaR strategy (Q2465952) (← links)
• Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection (Q3225916) (← links)
• Preference robust models in multivariate utility-based shortfall risk minimization (Q5038439) (← links)
• Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
• Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501) (← links)
• Multi-Loss WCVaR Risk Decision Optimization Based On Weight for Centralized Supply Problem of Direct Chain Enterprises (Q5384749) (← links)
• (Q5400290) (← links)
• Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
• Robust portfolio asset allocation and risk measures (Q5919995) (← links)
• Robust reward–risk ratio portfolio optimization (Q6091880) (← links)