Pages that link to "Item:Q5919995"

The following pages link to Robust portfolio asset allocation and risk measures (Q5919995):

Displaying 43 items.

• The impact of covariance misspecification in risk-based portfolios (Q126312) (← links)
• Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
• Optimal asset allocation: risk and information uncertainty (Q322719) (← links)
• Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
• Robust optimization and portfolio selection: the cost of robustness (Q421549) (← links)
• Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
• A log-robust optimization approach to portfolio management (Q626631) (← links)
• A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
• Robust mean-variance portfolio through the weighted \(L^p\) depth function (Q827128) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Developing a multi-period robust optimization model considering American style options (Q889540) (← links)
• Asset allocation using reliability method (Q969838) (← links)
• Robust portfolios: contributions from operations research and finance (Q993719) (← links)
• Robust optimal decisions with imprecise forecasts (Q1019992) (← links)
• Recent advancements in robust optimization for investment management (Q1621905) (← links)
• Robust risk budgeting (Q1621907) (← links)
• Robust portfolio decisions for financial institutions (Q1714474) (← links)
• An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
• Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
• Scenario-based portfolio model for building robust and proactive strategies (Q1754078) (← links)
• Robust ranking and portfolio optimization (Q1926870) (← links)
• Robust risk management (Q1926976) (← links)
• Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
• Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
• Minimum Rényi entropy portfolios (Q2241052) (← links)
• A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations (Q2241085) (← links)
• Multi-period portfolio selection with drawdown control (Q2288940) (← links)
• Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
• Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
• Robust multiperiod portfolio management in the presence of transaction costs (Q2384579) (← links)
• Robust asset allocation (Q2386659) (← links)
• Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246) (← links)
• Robust profit opportunities in risky financial portfolios (Q2488227) (← links)
• Smart network based portfolios (Q2675737) (← links)
• A new robust optimization tool applied on financial data (Q2846943) (← links)
• Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach (Q2941425) (← links)
• ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES (Q3100750) (← links)
• TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (Q3161743) (← links)
• Robust Investment Management with Uncertainty in Fund Managers’ Asset Allocation (Q3194703) (← links)
• Robust Mean-Covariance Solutions for Stochastic Optimization (Q3392061) (← links)
• Robust portfolio selection under downside risk measures (Q3650968) (← links)
• Robust Eligible Own Funds and Value at Risk Under Solvency II System (Q5417910) (← links)
• Robust portfolio asset allocation and risk measures (Q5901149) (← links)