Pages that link to "Item:Q2244258"
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The following pages link to Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258):
Displaying 13 items.
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470) (← links)
- Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity (Q2349605) (← links)
- \(\alpha\)-robust portfolio optimization problem under the distribution uncertainty (Q2691274) (← links)
- Alpha as ambiguity: robust mean-variance portfolio analysis (Q2857583) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
- Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
- Robust portfolio choice with limited attention (Q6153095) (← links)
