Pages that link to "Item:Q2358869"
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The following pages link to Robust portfolio selection with a combined WCVaR and factor model (Q2358869):
Displaying 8 items.
- A closed-form solution for robust portfolio selection with worst-case CVaR risk measure (Q1718537) (← links)
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
- Robust multi-period and multi-objective portfolio selection (Q2031367) (← links)
- Regularized factor portfolio for cross-sectional multifactor models (Q2082324) (← links)
- Sparse and robust mean-variance portfolio optimization problems (Q2158966) (← links)
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- REEXAMINATION OF THE ROBUSTNESS OF THE FAMA-FRENCH THREE-FACTOR MODEL (Q2967845) (← links)