Pages that link to "Item:Q6091880"
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The following pages link to Robust reward–risk ratio portfolio optimization (Q6091880):
Displaying 8 items.
- Robust trade-off portfolio selection (Q2218875) (← links)
- Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming (Q2691241) (← links)
- Data-driven distributionally robust risk parity portfolio optimization (Q5058398) (← links)
- (Q5217732) (← links)
- Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)
- A penalty decomposition algorithm with greedy improvement for mean‐reverting portfolios with sparsity and volatility constraints (Q6079984) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)
- A new distributionally robust reward-risk model for portfolio optimization (Q6595260) (← links)