Add to ORKGEnWe 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...
This paper deals with a Portfolio Selection model in which the methodologies of Robust Optimization ...
01 Abstract: This thesis is concerned with the robust methods in portfolio theory. Different risk me...
Abstract: We define and compare robust and non-robust versions of Vol-VaR- and CVaR- portfolio selec...
none2In order to evaluate and compare the advantages related with the use of the robust counterpart ...
The paper discuss the sensitivity to the presence of outliers of the portfolio optimization procedur...
This paper deals with a portfolio selection model in which the methodologies of robust optimization ...
The main purpose of this thesis is to develop methodological and practical improvements on robust po...
This paper deals with a Portfolio Selection model in which the methodologies of Robust Optimization ...
This paper deals with a portfolio selection model in which the methodologies of robust optimization ...
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...
This paper deals with a Portfolio Selection model in which the methodologies of Robust Optimization ...
01 Abstract: This thesis is concerned with the robust methods in portfolio theory. Different risk me...
Abstract: We define and compare robust and non-robust versions of Vol-VaR- and CVaR- portfolio selec...
none2In order to evaluate and compare the advantages related with the use of the robust counterpart ...
The paper discuss the sensitivity to the presence of outliers of the portfolio optimization procedur...
This paper deals with a portfolio selection model in which the methodologies of robust optimization ...
The main purpose of this thesis is to develop methodological and practical improvements on robust po...
This paper deals with a Portfolio Selection model in which the methodologies of Robust Optimization ...
This paper deals with a portfolio selection model in which the methodologies of robust optimization ...
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...
This paper deals with a Portfolio Selection model in which the methodologies of Robust Optimization ...
01 Abstract: This thesis is concerned with the robust methods in portfolio theory. Different risk me...