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subject:"Portfolio selection"
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Search: subject_exact:"Worst-case scenario"
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Portfolio selection
Worst-case scenario
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worst-case scenario
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Optimal portfolio choice with crash and default risk
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10013371220
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2
Best-case scenario robust portfolio : evidence from China stock market
An, Kaiqia︢ng
;
Zhao, Guiyu
;
Li, Jinjun
;
Tian, Jingsong
; …
- In:
Asia Pacific financial markets
30
(
2023
)
2
,
pp. 297-322
Persistent link: https://www.econbiz.de/10014342327
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3
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
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4
Worst-case portfolio optimization : transaction costs and bubbles
Belak, Christoph
-
2015
Persistent link: https://www.econbiz.de/10011305814
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5
Dynamic asset allocation with uncertain jump risks : a pathwise optimization approach
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10011868609
Saved in:
6
Worst-case portfolio optimization in a market with bubbles
Belak, Christoph
;
Christensen, Sören
;
Menkens, Olaf
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011454368
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