Pages that link to "Item:Q665830"
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The following pages link to Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830):
Displaying 22 items.
- Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328) (← links)
- The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
- Robust portfolio choice with stochastic interest rates (Q470730) (← links)
- The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- \(K\)-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance? (Q1680705) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
- Log-robust portfolio management with parameter ambiguity (Q1789607) (← links)
- Portfolio selection under model uncertainty: a penalized moment-based optimization approach (Q1955553) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Capital asset pricing model under distribution uncertainty (Q2165778) (← links)
- A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility (Q2174171) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- A Soft Robust Model for Optimization Under Ambiguity (Q3098315) (← links)
- TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (Q3161743) (← links)
- Ambiguous Risk Measures and Optimal Robust Portfolios (Q3519406) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- Dynamic Portfolio Selection Under Ambiguity in the $$\epsilon $$-Contaminated Binomial Model (Q6485240) (← links)
