Pages that link to "Item:Q319341"
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The following pages link to Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341):
Displaying 27 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
- Linear statistical inference for global and local minimum variance portfolios (Q451456) (← links)
- Long-run wavelet-based correlation for financial time series (Q724160) (← links)
- Robust portfolio optimization (Q811791) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Risk-based strategies: the social responsibility of investment universes does matter (Q1615802) (← links)
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach (Q1662706) (← links)
- Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
- Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
- Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- A unified model for regularized and robust portfolio optimization (Q2007869) (← links)
- Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Large-scale minimum variance portfolio allocation using double regularization (Q2191518) (← links)
- A further analysis of robust regression modeling and data mining corrections testing in global stocks (Q2241171) (← links)
- On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH (Q2288978) (← links)
- Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
- Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio? (Q2434848) (← links)
- Portfolio Selection with Robust Estimation (Q3100367) (← links)
- Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios (Q4555154) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- A bi‐level programming framework for identifying optimal parameters in portfolio selection (Q6092501) (← links)
- An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios (Q6158418) (← links)
- Robust asset allocation with conditional value at risk using the forward search (Q6576844) (← links)
