The following pages link to (Q5400290):
Displaying 11 items.
- Robust optimization and portfolio selection: the cost of robustness (Q421549) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- In search of robust methods for multi-currency portfolio construction by value at risk (Q1732977) (← links)
- Robust portfolio selection problem under temperature uncertainty (Q1752220) (← links)
- Relatively robust decisions (Q2112301) (← links)
- A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
- Distributionally robust return-risk optimization models and their applications (Q2336705) (← links)
- On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure (Q3649617) (← links)
- Robust portfolio selection under downside risk measures (Q3650968) (← links)
- Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)