Pages that link to "Item:Q1411479"
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The following pages link to An interior-point method for a class of saddle-point problems (Q1411479):
Displaying 30 items.
- The convergence of set-valued scenario approach for downside risk minimization (Q328216) (← links)
- Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328) (← links)
- An interior point method for constrained saddle point problems (Q539681) (← links)
- Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
- Robust portfolio selection based on asymmetric measures of variability of stock returns (Q843134) (← links)
- Asset allocation using reliability method (Q969838) (← links)
- Two general methods for computing saddle points with applications for decomposing convex programming problems (Q1069674) (← links)
- An interior point algorithm for large scale portfolio optimization (Q1313173) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Multiple tests for the performance of different investment strategies (Q1633252) (← links)
- A closed-form solution for robust portfolio selection with worst-case CVaR risk measure (Q1718537) (← links)
- Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
- A unified model for regularized and robust portfolio optimization (Q2007869) (← links)
- The saddle point problem of polynomials (Q2162120) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- An inexact interior-point Lagrangian decomposition algorithm with inexact oracles (Q2188950) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
- Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
- Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
- On the solution of saddle point problems by methods which use model saddle operators at the upper level (Q2387003) (← links)
- (Q3118581) (← links)
- Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation (Q3465255) (← links)
- Robust portfolio selection under downside risk measures (Q3650968) (← links)
- ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295) (← links)
- Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework (Q4911226) (← links)
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
- Robust portfolio asset allocation and risk measures (Q5901149) (← links)
- Robust portfolio asset allocation and risk measures (Q5919995) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
