✦ LIBER ✦

Robust ranking and portfolio optimization

✍ Scribed by Tri-Dung Nguyen; Andrew W. Lo

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Robust portfolio optimization

✍ Lauprete, G. J.; Samarov, A. M.; Welsch, R. E. 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 128 KB

Ambiguous Risk Measures and Optimal Robu

✍ Calafiore, Giuseppe C. 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 426 KB

Robust portfolio optimization: a conic p

✍ Kai Ye, Panos Parpas, Berç Rustem 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 725 KB

Robust optimization framework for cardin

✍ Seyed Jafar Sadjadi; Mohsen Gharakhani; Ehram Safari 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 720 KB

Time-stamped resampling for robust evolu

✍ Sandra García; David Quintana; Inés M. Galván; Pedro Isasi 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 313 KB

A log-robust optimization approach to po

✍ Ban Kawas; Aurélie Thiele 📂 Article 📅 2009 🏛 Springer 🌐 German ⚖ 671 KB