Pages that link to "Item:Q6070503"
From MaRDI portal
The following pages link to Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503):
Displaying 15 items.
- Robust portfolio selection under norm uncertainty (Q300545) (← links)
- Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
- Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method (Q2320916) (← links)
- (Q3072191) (← links)
- Robust portfolio selection based on a joint ellipsoidal uncertainty set (Q3093036) (← links)
- A Hybrid Approach of Optimization and Sampling for Robust Portfolio Selection (Q4596233) (← links)
- Portfolio optimization under a minimax rule revisited (Q5077157) (← links)
- (Q5400290) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)
- Geometric compromise programming: application in portfolio selection (Q6079996) (← links)
- Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens (Q6160409) (← links)
- Robust optimization approaches for portfolio selection: a comparative analysis (Q6601529) (← links)