Pages that link to "Item:Q1621908"
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The following pages link to On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets (Q1621908):
Displaying 10 items.
- Robust mean-variance portfolio through the weighted \(L^p\) depth function (Q827128) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Naive versus optimal diversification: tail risk and performance (Q1681368) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Robust investment strategies with two risky assets (Q2115940) (← links)
- Second-order uncertainty and naive diversification (Q2158669) (← links)
- Equally weighted cardinality constrained portfolio selection via factor models (Q2228417) (← links)
- A survey of decision making and optimization under uncertainty (Q2241216) (← links)
- Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
