Pages that link to "Item:Q626631"

The following pages link to A log-robust optimization approach to portfolio management (Q626631):

Displaying 20 items.

• Short sales in log-robust portfolio management (Q420886) (← links)
• On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component (Q463348) (← links)
• Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
• A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• The effect of regularization in portfolio selection problems (Q828760) (← links)
• An empirical analysis on log-utility asset management (Q1000489) (← links)
• A complete explicit solution to the log-optimal portfolio problem. (Q1413691) (← links)
• Recent advancements in robust optimization for investment management (Q1621905) (← links)
• Robust optimization for non-linear impact of data variation (Q1654345) (← links)
• A moment matching approach to log-normal portfolio optimization (Q1789581) (← links)
• Log-robust portfolio management with parameter ambiguity (Q1789607) (← links)
• Recent advances in robust optimization: an overview (Q2256312) (← links)
• Log-robust portfolio management after transaction costs (Q2454357) (← links)
• A robust multiobjective mathematical model optimizing stock portfolio (Q2676017) (← links)
• Robust selling times in adaptive portfolio management (Q2867362) (← links)
• Optimization under Rare Chance Constraints (Q5081097) (← links)
• STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (Q5487829) (← links)
• A survey of nonlinear robust optimization (Q5882395) (← links)
• Distributionally robust chance constraints for non-linear uncertainties (Q5962718) (← links)