Pages that link to "Item:Q2089892"
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The following pages link to Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892):
Displaying 3 items.
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation (Q2241122) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)