Best-case scenario robust portfolio: evidence from China stock market
From MaRDI portal
Publication:6054321
DOI10.1007/s10690-022-09375-7zbMath1521.91324MaRDI QIDQ6054321
No author found.
Publication date: 28 September 2023
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Minmax robustness for multi-objective optimization problems
- Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations
- Robust portfolios: contributions from operations research and finance
- Robust solutions of uncertain linear programs
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances
- Robust consumption and portfolio policies when asset prices can jump
- Worst case portfolio vectors and diversification effects
- Recent developments in robust portfolios with a worst-case approach
- The relationship between multi-objective robustness concepts and set-valued optimization
- 60 years of portfolio optimization: practical challenges and current trends
- Robust worst-case optimal investment
- Robust Convex Optimization
- On robust mean-variance portfolios
- Robustness properties of mean-variance portfolios
- Robust Portfolio Selection Problems
This page was built for publication: Best-case scenario robust portfolio: evidence from China stock market