Pages that link to "Item:Q4554494"
From MaRDI portal
The following pages link to Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494):
Displaying 13 items.
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328) (← links)
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets (Q1621908) (← links)
- Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120) (← links)
- Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057) (← links)
- Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
- Ambiguous Risk Measures and Optimal Robust Portfolios (Q3519406) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- Robust portfolios with commodities and stochastic interest rates (Q5014231) (← links)
- Robust control in a rough environment (Q5072907) (← links)
- Adaptive Robust Control in Continuous Time (Q5158383) (← links)
