Pages that link to "Item:Q1718537"
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The following pages link to A closed-form solution for robust portfolio selection with worst-case CVaR risk measure (Q1718537):
Displaying 7 items.
- Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse (Q1730448) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
- Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach (Q2231329) (← links)
- Robust portfolio selection with a combined WCVaR and factor model (Q2358869) (← links)
- Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355) (← links)
- Robust portfolio selection with uncertain exit time using worst-case VaR strategy (Q2465952) (← links)
- Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
