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subject:"Portfolio selection"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of economic theory"
~isPartOf:"Working paper"
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Portfolio selection
Robust statistics
273
Robustes Verfahren
273
Theorie
199
Theory
199
Mathematical programming
159
Mathematische Optimierung
159
Robust optimization
100
Decision under uncertainty
75
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Distributionally robust optimization
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Scientific modelling
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Rustem, Berç
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European journal of operational research : EJOR
Journal of economic theory
Working paper
Insurance / Mathematics & economics
11
Quantitative finance
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Operations research
7
Finance research letters
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Journal of economic dynamics & control
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International journal of theoretical and applied finance
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IMA journal of management mathematics
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Mathematical methods of operations research
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The European journal of finance
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Computational methods in decision-making, economics and finance
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Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of production economics
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OR spectrum : quantitative approaches in management
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Omega : the international journal of management science
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SFB 649 discussion paper
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Wiley finance
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ECONIS (ZBW)
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1
On solving robust log-optimal portfolio : a supporting hyperplane approximation approach
Hsieh, Chung-Han
- In:
European journal of operational research : EJOR
313
(
2024
)
3
,
pp. 1129-1139
Persistent link: https://www.econbiz.de/10014456682
Saved in:
2
Distortion risk measure under parametric ambiguity
Shao, Hui
;
Zhang, Zhe George
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1159-1172
Persistent link: https://www.econbiz.de/10014440209
Saved in:
3
Cardinality-constrained distributionally robust portfolio optimization
Kobayashi, Ken
;
Takano, Yuichi
;
Nakata, Kazuhide
- In:
European journal of operational research : EJOR
309
(
2023
)
3
,
pp. 1173-1182
Persistent link: https://www.econbiz.de/10014435005
Saved in:
4
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
5
Robust international portfolio optimization with worst‐case mean‐CVaR
Luan, Fei
;
Zhang, Weiguo
;
Liu, Yongjun
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 877-890
Persistent link: https://www.econbiz.de/10013364039
Saved in:
6
Parameter-free robust optimization for the maximum-Sharpe portfolio problem
Chakrabarti, Deepayan
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 388-399
Persistent link: https://www.econbiz.de/10012502491
Saved in:
7
Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set
Ling, Aifan
;
Sun, Jie
;
Wang, Meihua
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10012239481
Saved in:
8
Generalized entropy and model uncertainty
Meyer-Gohde, Alexander
- In:
Journal of economic theory
183
(
2019
),
pp. 312-343
Persistent link: https://www.econbiz.de/10012131342
Saved in:
9
Robust consumption and portfolio policies when asset prices can jump
Aït-Sahalia, Yacine
;
Matthys, Felix
- In:
Journal of economic theory
179
(
2019
),
pp. 1-56
Persistent link: https://www.econbiz.de/10012131456
Saved in:
10
On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
Fakhar, Majid
;
Mahyarinia, Mohammad Reza
;
Zafarani, Jafar
- In:
European journal of operational research : EJOR
265
(
2018
)
1
,
pp. 39-48
Persistent link: https://www.econbiz.de/10011805297
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