Add to ORKGAbstract: We define and compare robust and non-robust versions of Vol-VaR- and CVaR- portfolio selection models showing that robust CVaR is coherent, easy implementable and the most efficient
In this thesis, we take the mean-risk approach to portfolio optimi- zation. We will first define ris...
In this paper we provide a survey of recent contributions to robust portfolio strate-gies from opera...
The main purpose of this thesis is to develop methodological and practical improvements on robust po...
We define and compare robust and non-robust versions of Vol-VaR - and CVaR portfolio selection model...
none2In order to evaluate and compare the advantages related with the use of the robust counterpart ...
In this paper we define and compare different versions of robust, in the sense of Robust Optimizatio...
In this thesis, we take the mean-risk approach to portfolio optimi- zation. We will first define ris...
In this paper we provide a survey of recent contributions to robust portfolio strate-gies from opera...
The main purpose of this thesis is to develop methodological and practical improvements on robust po...
We define and compare robust and non-robust versions of Vol-VaR - and CVaR portfolio selection model...
none2In order to evaluate and compare the advantages related with the use of the robust counterpart ...
In this paper we define and compare different versions of robust, in the sense of Robust Optimizatio...
In this thesis, we take the mean-risk approach to portfolio optimi- zation. We will first define ris...
In this paper we provide a survey of recent contributions to robust portfolio strate-gies from opera...
The main purpose of this thesis is to develop methodological and practical improvements on robust po...