Pages that link to "Item:Q2643927"

The following pages link to Worst-case robust decisions for multi-period mean-variance portfolio optimization (Q2643927):

Displaying 50 items.

• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• On distributional robust probability functions and their computations (Q297175) (← links)
• Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
• An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
• A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
• On the role of norm constraints in portfolio selection (Q645500) (← links)
• A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111) (← links)
• Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
• Risk management strategies via minimax portfolio optimization (Q992622) (← links)
• Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
• Robust optimal decisions with imprecise forecasts (Q1019992) (← links)
• Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
• Robust min-max portfolio strategies for rival forecast and risk scenarios (Q1583147) (← links)
• Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
• When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent? (Q1659683) (← links)
• Risk management strategies for finding universal portfolios (Q1699132) (← links)
• A bi-level programming approach for global investment strategies with financial intermediation (Q1755269) (← links)
• A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
• International portfolio management with affine policies (Q1927003) (← links)
• Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951) (← links)
• Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
• The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
• Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
• Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
• Credibilistic multi-period portfolio optimization based on scenario tree (Q2148251) (← links)
• Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
• Recent advances in robust optimization: an overview (Q2256312) (← links)
• Robust investment decisions under supply disruption in petroleum markets (Q2257348) (← links)
• Multi-period portfolio selection with drawdown control (Q2288940) (← links)
• Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
• A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
• Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties (Q2355210) (← links)
• Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
• Robust ranking and selection with optimal computing budget allocation (Q2409209) (← links)
• Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
• Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (Q2460070) (← links)
• Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718) (← links)
• Robust worst-case optimal investment (Q2516638) (← links)
• A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
• Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (Q2670553) (← links)
• Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
• Robust investment strategies with discrete asset choice constraints using DC programming (Q3553750) (← links)
• MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)
• Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
• ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295) (← links)
• Multi-stage stochastic model in portfolio selection problem (Q5023481) (← links)
• Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises (Q5027521) (← links)
• Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
• Best-case scenario robust portfolio: evidence from China stock market (Q6054321) (← links)