Pages that link to "Item:Q2152585"
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The following pages link to Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585):
Displaying 7 items.
- Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
- Robust conditional expectation reward-risk performance measures (Q2036926) (← links)
- Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach (Q2149552) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- Robustness to dependency in portfolio optimization using overlapping marginals (Q2797466) (← links)
- Portfolio optimization with ambiguous correlation and stochastic volatilities (Q2820186) (← links)
- Ambiguous Risk Measures and Optimal Robust Portfolios (Q3519406) (← links)