Pages that link to "Item:Q453610"

The following pages link to Robust portfolio optimization: a conic programming approach (Q453610):

Displaying 20 items.

• Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
• Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection (Q538296) (← links)
• A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
• Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470) (← links)
• An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
• How to project onto extended second order cones (Q1753127) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
• Recent advances in robust optimization: an overview (Q2256312) (← links)
• Robust multiobjective optimization \& applications in portfolio optimization (Q2514713) (← links)
• Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS) (Q2661957) (← links)
• Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming (Q2691241) (← links)
• Mean–variance portfolio optimization with parameter sensitivity control^† (Q2829560) (← links)
• Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Q3637367) (← links)
• Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
• Trust Your Data or Not—StQP Remains StQP: Community Detection via Robust Standard Quadratic Optimization (Q4991677) (← links)
• A survey of nonlinear robust optimization (Q5882395) (← links)
• Robust portfolio selection using linear-matrix inequalities (Q5958242) (← links)
• Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
• Robust optimization approaches for portfolio selection: a comparative analysis (Q6601529) (← links)