Pages that link to "Item:Q2516638"
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The following pages link to Robust worst-case optimal investment (Q2516638):
Displaying 11 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Worst-case portfolio optimization in discrete time (Q2009178) (← links)
- Worst-case optimal investment with a random number of crashes (Q2453936) (← links)
- Worst-case scenario investment for insurers (Q2483943) (← links)
- Financial optimization: optimization paradigms and financial planning under uncertainty (Q2516633) (← links)
- Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach (Q3169107) (← links)
- OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY (Q5066294) (← links)
- (Q5227506) (← links)
- (Q5718847) (← links)
- Best-case scenario robust portfolio: evidence from China stock market (Q6054321) (← links)
- Equilibrium investment with random risk aversion (Q6146680) (← links)