Pages that link to "Item:Q668953"
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The following pages link to Portfolio optimization with \(pw\)-robustness (Q668953):
Displaying 6 items.
- Robust portfolio optimization: a conic programming approach (Q453610) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming (Q2691241) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)