Pages that link to "Item:Q1655925"
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The following pages link to Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925):
Displaying 6 items.
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (Q2460070) (← links)
- Worst-case robust decisions for multi-period mean-variance portfolio optimization (Q2643927) (← links)
