Pages that link to "Item:Q1750392"

The following pages link to An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392):

Displaying 24 items.

• Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
• Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
• Research on probability mean-lower semivariance-entropy portfolio model with background risk (Q783139) (← links)
• A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
• Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
• Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
• Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120) (← links)
• Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach (Q2149552) (← links)
• Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
• The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) (← links)
• A possibilistic portfolio model with fuzzy liquidity constraint (Q2205332) (← links)
• Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
• Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity (Q2349605) (← links)
• Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355) (← links)
• The Exact Solution of Multi-period Portfolio Choice Problem with Exponential Utility (Q2806891) (← links)
• Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach (Q2941425) (← links)
• Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection (Q3225916) (← links)
• Ambiguous Risk Measures and Optimal Robust Portfolios (Q3519406) (← links)
• Robust Portfolio Optimisation with Multiple Experts* (Q3564679) (← links)
• Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
• Best-case scenario robust portfolio: evidence from China stock market (Q6054321) (← links)
• Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
• A robust ordered weighted averaging loss model for portfolio optimization (Q6568483) (← links)
• Risk-adjusted exponential gradient strategies for online portfolio selection (Q6621838) (← links)