Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Robust portfolio optimization"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Portfolio selection
17
Portfolio-Management
17
Robust portfolio optimization
15
Theorie
14
Theory
14
Robust statistics
12
Robustes Verfahren
12
Risiko
8
Risikomaß
8
Risk
8
Risk measure
8
Mathematical programming
6
Mathematische Optimierung
6
Decision under uncertainty
5
Entscheidung unter Unsicherheit
5
robust portfolio optimization
5
Multivariate risk measure
3
convex risk measure
3
data central regions
3
distortion risk measure
3
weighted-mean trimmed regions
3
Asset allocation
2
Conditional value-at-risk
2
Estimation theory
2
Fundamental factors
2
India
2
Indien
2
Measurement
2
Messung
2
Omega ratio optimization
2
Performance measurement
2
Performance-Messung
2
Risikomanagement
2
Risk management
2
S&P BSE 100
2
S&P BSE 30
2
Schätztheorie
2
Value-at-risk
2
Animal disease
1
Asymmetric uncertainty set
1
more ...
less ...
Online availability
All
Undetermined
14
Free
4
Type of publication
All
Article
17
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Working Paper
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
18
Undetermined
2
Author
All
Bazovkin, Pavel
3
Chakrabarty, Siddhartha Pratim
2
Fabozzi, Frank J.
2
Girach, Mohammed Bilal
2
Kim, Jang Ho
2
Kim, Woo Chang
2
Kouaissah, Noureddine
2
Oberoi, Shashank
2
Sharma, Amita
2
Arcuri, Maria Cristina
1
Bai, Sijun
1
Chen, Huanyue
1
Fernandes, Betina
1
Fernandes, Cristiano Augusto Coelho
1
Gandolfi, Gino
1
Gschwind, Timo
1
Guo, Ivan
1
Hu, Junfei
1
Irnich, Stefan
1
Kaya, Hakan
1
Langrené, Nicolas
1
Laurini, Fabrizio
1
Li, Jonathan Yu-Meng
1
Ling, Aifan
1
Loeper, Grégoire
1
Mansini, Renata
1
Mehra, Aparna
1
Ning, Wei
1
Pae, Yuntaek
1
Sabbaghi, Navid
1
Sehgal, Ruchika
1
Shi, Guodong
1
Street, Alexandre
1
Sun, Jie
1
Utz, Sebastian
1
Valladão, Davi
1
Wang, Meihua
1
more ...
less ...
Institution
All
Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
Published in...
All
OR spectrum : quantitative approaches in management
3
Discussion Papers in Econometrics and Statistics
2
European journal of operational research : EJOR
2
Asia Pacific financial markets
1
Central European journal of operations research
1
Discussion papers in econometrics and statistics
1
Economics letters
1
Energy economics
1
Journal of Banking & Finance
1
Journal of asset management
1
Journal of banking & finance
1
Journal of quantitative economics
1
Mathematics and financial economics
1
Omega : the international journal of management science
1
Operations research
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
RePEc
2
EconStor
1
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust
portfolio
optimization
for banking foundations : a CVaR approach for asset allocation with mandatory constraints
Arcuri, Maria Cristina
;
Gandolfi, Gino
;
Laurini, Fabrizio
- In:
Central European journal of operations research
31
(
2023
)
2
,
pp. 557-581
Persistent link: https://www.econbiz.de/10014251624
Saved in:
2
Robust
portfolio
optimization
considering the value of flexibility : application to WTE technology portfolios
Chen, Huanyue
;
Hu, Junfei
;
Bai, Sijun
;
Shi, Guodong
- In:
Energy economics
147
(
2025
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015593923
Saved in:
3
Robust reward-risk performance measures with weakly second-order stochastic dominance constraints
Kouaissah, Noureddine
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 53-62
Persistent link: https://www.econbiz.de/10014427899
Saved in:
4
Worst-case analysis of Omega-VaR ratio optimization model
Sehgal, Ruchika
;
Sharma, Amita
;
Mansini, Renata
- In:
Omega : the international journal of management science
114
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013441559
Saved in:
5
Robust utility maximization under model uncertainty via a penalization approach
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 51-88
Persistent link: https://www.econbiz.de/10013167700
Saved in:
6
Robust conditional expectation reward-risk performance measures
Kouaissah, Noureddine
- In:
Economics letters
202
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607181
Saved in:
7
Is being "robust" beneficial? : a perspective from the Indian market
Girach, Mohammed Bilal
;
Oberoi, Shashank
;
Chakrabarty, …
- In:
Asia Pacific financial markets
28
(
2021
)
4
,
pp. 469-497
Persistent link: https://www.econbiz.de/10012697495
Saved in:
8
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:
9
Can robust optimization offer improved portfolio performance? : an empirical study of Indian market
Oberoi, Shashank
;
Girach, Mohammed Bilal
;
Chakrabarty, …
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 611-630
Persistent link: https://www.econbiz.de/10012418857
Saved in:
10
Closed-form solutions for worst-case law invariant risk measures with application to
robust
portfolio
optimization
Li, Jonathan Yu-Meng
- In:
Operations research
66
(
2018
)
6
,
pp. 1533-1541
Persistent link: https://www.econbiz.de/10011971655
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
