Pages that link to "Item:Q2239973"
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The following pages link to A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973):
Displaying 9 items.
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- Smart network based portfolios (Q2675737) (← links)
- Relative Robust Portfolio Optimization with benchmark regret (Q4619537) (← links)
- (Q5400290) (← links)
- Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
- A robust ordered weighted averaging loss model for portfolio optimization (Q6568483) (← links)
- Modeling of linear uncertain portfolio selection with uncertain constraint and risk index (Q6606145) (← links)