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~isPartOf:"Quantitative finance"
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~subject:"Entscheidung unter Unsicherheit"
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Entscheidung unter Unsicherheit
Robust statistics
25
Robustes Verfahren
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Theorie
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Theory
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Portfolio selection
15
Portfolio-Management
15
Mathematical programming
9
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Distributionally robust optimization
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Estimation theory
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Schätztheorie
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robust optimization
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Dong, Yang
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Dziecichowicz, Michael
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Falk, Thorsten
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García-Feijóo, Luis
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Lütkebohmert-Holtz, Eva
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Quantitative finance
RAIRO / Operations research
European journal of operational research : EJOR
64
Computers & operations research : and their applications to problems of world concern ; an international journal
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Operations research
15
Journal of economic theory
11
International journal of production research
10
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
8
Decision making under deep uncertainty : from theory to practice
7
INFORMS journal on computing : JOC
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Mathematics of operations research
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Omega : the international journal of management science
7
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Insurance / Mathematics & economics
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Discussion paper / Center for Economic Research, Tilburg University
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Journal of economic dynamics & control
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Les cahiers du GERAD
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CESifo working papers
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CentER Discussion Paper Series
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IMA journal of management mathematics
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Mathematics and financial economics
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Robustness analysis in decision aiding, optimization, and analytics
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ECONIS (ZBW)
6
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1
A simple robust asset pricing model under statistical ambiguity
García-Feijóo, Luis
;
Viale, Ariel M.
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 861-869
Persistent link: https://www.econbiz.de/10013367865
Saved in:
2
Robust deep hedging
Lütkebohmert-Holtz, Eva
;
Falk, Thorsten
;
Sester, Julian
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1465-1480
Persistent link: https://www.econbiz.de/10013367922
Saved in:
3
Robust stock and bond allocation with end-of-horizon effects
Dziecichowicz, Michael
;
Thiele, Aurélie C.
- In:
RAIRO / Operations research
53
(
2019
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012113607
Saved in:
4
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity
Bergen, V.
;
Escobar, Marcos
;
Rubtsov, A.
;
Zagst, Rudi
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10011911537
Saved in:
5
Robust investment management with uncertainty in fund managers' asset allocation
Dong, Yang
;
Thiele, Aurélie
- In:
RAIRO / Operations research
49
(
2015
)
4
,
pp. 821-844
Persistent link: https://www.econbiz.de/10011547056
Saved in:
6
A note on robust nash equilibria with uncertainties
Perchet, Vianney
- In:
RAIRO / Operations research
48
(
2014
)
3
,
pp. 365-371
Persistent link: https://www.econbiz.de/10010530191
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