Pages that link to "Item:Q421549"

The following pages link to Robust optimization and portfolio selection: the cost of robustness (Q421549):

Displaying 50 items.

• A maximum entropy method for a robust portfolio problem (Q296477) (← links)
• Optimal selection of project portfolios using reinvestment strategy within a flexible time horizon (Q319173) (← links)
• Optimal asset allocation: risk and information uncertainty (Q322719) (← links)
• Adjustable robustness for multi-attribute project portfolio selection (Q323007) (← links)
• Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
• Robust international portfolio management (Q373171) (← links)
• Short sales in log-robust portfolio management (Q420886) (← links)
• An expected regret minimization portfolio selection model (Q439531) (← links)
• Robust portfolio optimization: a conic programming approach (Q453610) (← links)
• Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
• A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
• Portfolio optimization with \(pw\)-robustness (Q668953) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Robust portfolio modeling with incomplete cost information and project interdependencies (Q928031) (← links)
• Robust portfolio selection based on a multi-stage scenario tree (Q932207) (← links)
• Risk-controlled multiobjective portfolio selection problem using a principle of compromise (Q1717903) (← links)
• Robust optimization approximation for ambiguous P-model and its application (Q1721047) (← links)
• An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
• Robust portfolio selection problem under temperature uncertainty (Q1752220) (← links)
• Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
• Log-robust portfolio management with parameter ambiguity (Q1789607) (← links)
• Robust-based interactive portfolio selection problems with an uncertainty set of returns (Q1794340) (← links)
• Robust ranking and portfolio optimization (Q1926870) (← links)
• International portfolio management with affine policies (Q1927003) (← links)
• Multi-period portfolio selection with investor views based on scenario tree (Q2073082) (← links)
• Robustness of Farrell cost efficiency measurement under data perturbations: evidence from a US manufacturing application (Q2239903) (← links)
• A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
• Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
• Recent advances in robust optimization: an overview (Q2256312) (← links)
• Novel robust fuzzy mathematical programming methods (Q2285989) (← links)
• Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
• Robust linear programming with norm uncertainty (Q2336219) (← links)
• Robust nonlinear optimization with conic representable uncertainty set (Q2355077) (← links)
• Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
• Robust multiperiod portfolio management in the presence of transaction costs (Q2384579) (← links)
• 60 years of portfolio optimization: practical challenges and current trends (Q2514707) (← links)
• Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming (Q2691241) (← links)
• A Soft Robust Model for Optimization Under Ambiguity (Q3098315) (← links)
• A Brief Overview of Interdiction and Robust Optimization (Q3299227) (← links)
• Robust Mean-Covariance Solutions for Stochastic Optimization (Q3392061) (← links)
• Robust Preferences and Robust Portfolio Choice (Q3631184) (← links)
• A Hybrid Approach of Optimization and Sampling for Robust Portfolio Selection (Q4596233) (← links)
• Modeling Defender-Attacker Problems as Robust Linear Programs with Mixed-Integer Uncertainty Sets (Q5084616) (← links)
• Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application (Q5087740) (← links)
• Portfolio selection with robust estimators considering behavioral biases in a causal network (Q5242358) (← links)
• Robust portfolio asset allocation and risk measures (Q5901149) (← links)
• Robust portfolio asset allocation and risk measures (Q5919995) (← links)
• Robust portfolio selection using linear-matrix inequalities (Q5958242) (← links)
• Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
• Cardinality-constrained distributionally robust portfolio optimization (Q6112845) (← links)