Robust International Portfolio Management
Year of publication: |
2010-02-09
|
---|---|
Authors: | Fonseca, Raquel J. ; Wiesemann, Wolfram ; Rustem, Berc |
Institutions: | COMISEF |
Subject: | robust optimization | international portfolio optimization | quanto options | semidefinite programming |
-
Robust international portfolio management
Fonseca, Raquel, (2012)
-
Robust international portfolio optimization with worst‐case mean‐CVaR
Luan, Fei, (2022)
-
Robust quadratic programming with mixed-integer uncertainty
Mittal, Areesh, (2020)
- More ...
-
Robust Optimization of Currency Portfolios
Fonseca, Raquel J., (2009)
-
Robust Resource Allocations in Temporal Networks
Wiesemann, Wolfram, (2009)
-
Robust optimization of currency portfolios
Fonseca, Raquel J., (2011)
- More ...