Pages that link to "Item:Q2691274"
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The following pages link to \(\alpha\)-robust portfolio optimization problem under the distribution uncertainty (Q2691274):
Displaying 4 items.
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- A modified exchange algorithm for distributional robust optimization and applications in risk management (Q6092503) (← links)