A framework for optimization under ambiguityDavid Wozabal2010-11-08articleAnnals of Operations Research112 citationsclosedNo readable copy stored yet — this record is metadata only.Risk and Portfolio OptimizationAdvanced Optimization Algorithms ResearchFuzzy Systems and OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 112 citations exist upstream.References1965The Behavior of Stock-Market Prices1998Robust Convex Optimization1999Robust solutions of uncertain linear programs1993The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice2002Ambiguity, Risk, and Asset Returns in Continuous Time2003Robust Portfolio Selection Problems2004Robust Portfolio Rules and Asset Pricing2003Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming ApproachCited by2019A survey of decision making and optimization under uncertainty2020A data-driven distributionally robust newsvendor model with a Wasserstein ambiguity set