Pages that link to "Item:Q2393346"
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The following pages link to What do robust equity portfolio models really do? (Q2393346):
Displaying 13 items.
- The impact of covariance misspecification in risk-based portfolios (Q126312) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Robust equity portfolio performance (Q1621912) (← links)
- Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
- Goal-based investing based on multi-stage robust portfolio optimization (Q2151665) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
- 60 years of portfolio optimization: practical challenges and current trends (Q2514707) (← links)
- Robust portfolios that do not tilt factor exposure (Q2514712) (← links)
- Robust Portfolio Control with Stochastic Factor Dynamics (Q5166253) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
- Robust optimization approaches for portfolio selection: a comparative analysis (Q6601529) (← links)