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Robust Mean-Variance Portfolio...
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Private International Seminar Institutional Investment in Real Estate: Some International Comparisons <1993, Paris>
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Robust portfolio optimization
Pachamanova, Dessislava A.
;
Kolm, Petter N.
;
Fabozzi, …
-
2008
Persistent link: https://www.econbiz.de/10003765851
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2
Robuste Portfoliooptimierung: eine kritische Bestandsaufnahme und ein Vergleich alternativer Verfahren
Brinkmann, Ulf
- In:
Operations research proceedings 2005 : selected papers …
,
(pp. 229-234)
.
2006
Persistent link: https://www.econbiz.de/10003347549
Saved in:
3
Robust portfolio optimization using second-order cone programming
Kolbert, Fiona
;
Wormald, Laurence
- In:
Optimizing optimization : the next generation of …
,
(pp. 3-22)
.
2010
Persistent link: https://www.econbiz.de/10003939044
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4
Robust optimization for utilizing forecasted returns in institutional investment
Koutsoyannis, Christos
;
Satchell, Stephen
- In:
Forecasting expected returns in the financial markets
,
(pp. 177-189)
.
2007
Persistent link: https://www.econbiz.de/10003557954
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5
A review of perturbative approaches for robust optimal portfolio problems
Trojani, Fabio
;
Vanini, Paolo
- In:
Computational methods in decision-making, economics and …
,
(pp. 109-138)
.
2010
Persistent link: https://www.econbiz.de/10009153092
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6
A linear matrix inequalities approach to robust mean-semivariance portfolio optimization
Costa, Oswaldo L. V.
;
Barros Nabholz, Rodrigo de
- In:
Computational methods in decision-making, economics and …
,
(pp. 89-107)
.
2010
Persistent link: https://www.econbiz.de/10009153094
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7
Robust portfolio asset allocation and risk measures
Scutellà, Maria Grazia
;
Recchia, Raffaella
- In:
Surveys in operations research llI (invited surveys …
,
(pp. 145-169)
.
2013
Persistent link: https://www.econbiz.de/10009728245
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8
Robust optimization approaches to single period portfolio allocation problem
Gülpınar, Nalân
;
Hu, Zhezhi
- In:
Robustness analysis in decision aiding, optimization, …
,
(pp. 265-283)
.
2016
Persistent link: https://www.econbiz.de/10011518649
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9
A robust optimization approach to R&D portfolio selection
Hassanzadeh, Farhad
;
Modarres, Mohammad
;
Saffari, Mohammad
- In:
Operations research proceedings 2008 : selected papers …
,
(pp. 451-456)
.
2009
Persistent link: https://www.econbiz.de/10003841943
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10
What do robust equity portfolio models really do?
Kim, Woo Chang
;
Kim, Jang Ho
;
Ahn, So Hyoung
;
Fabozzi, …
- In:
Operations research models in banking management
,
(pp. 141-168)
.
2013
Persistent link: https://www.econbiz.de/10009739301
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