Pages that link to "Item:Q5901149"
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The following pages link to Robust portfolio asset allocation and risk measures (Q5901149):
Displaying 32 items.
- Optimal financial decision making under uncertainty (Q342615) (← links)
- Robust optimization and portfolio selection: the cost of robustness (Q421549) (← links)
- A log-robust optimization approach to portfolio management (Q626631) (← links)
- A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
- On the role of norm constraints in portfolio selection (Q645500) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Asset allocation using reliability method (Q969838) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Robust risk budgeting (Q1621907) (← links)
- Robust portfolio decisions for financial institutions (Q1714474) (← links)
- Surveys in operations research (Q1730527) (← links)
- Scenario-based portfolio model for building robust and proactive strategies (Q1754078) (← links)
- Robust risk management (Q1926976) (← links)
- Min-max and min-max (relative) regret approaches to representatives selection problem (Q1936659) (← links)
- Min-max controllable risk problems (Q2040608) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations (Q2241085) (← links)
- Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
- Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
- Robust asset allocation (Q2386659) (← links)
- Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246) (← links)
- Twelve surveys in operations research (Q2630815) (← links)
- A new robust optimization tool applied on financial data (Q2846943) (← links)
- Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach (Q2941425) (← links)
- ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES (Q3100750) (← links)
- TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (Q3161743) (← links)
- Robust Investment Management with Uncertainty in Fund Managers’ Asset Allocation (Q3194703) (← links)
- Robust portfolio selection under downside risk measures (Q3650968) (← links)
- Robust Eligible Own Funds and Value at Risk Under Solvency II System (Q5417910) (← links)
- Robust portfolio asset allocation and risk measures (Q5919995) (← links)
- Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints (Q6161249) (← links)
- Robust asset allocation with conditional value at risk using the forward search (Q6576844) (← links)
