Pages that link to "Item:Q932207"
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The following pages link to Robust portfolio selection based on a multi-stage scenario tree (Q932207):
Displaying 15 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- Scenario-based portfolio model for building robust and proactive strategies (Q1754078) (← links)
- Portfolio selection using multistage stochastic programming (Q1975982) (← links)
- Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
- Multi-period portfolio selection with investor views based on scenario tree (Q2073082) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem (Q2296548) (← links)
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
- Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (Q2460070) (← links)
- Investment models based on clustered scenario trees (Q2509525) (← links)
- Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection (Q3225916) (← links)
