SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Robust portfolio selection problems: a comprehensive review · Study

ArticleShelves

ArticleRobust portfolio selection problems: a comprehensive review

Alireza Ghahtarani2022

Article2022

Robust portfolio selection problems: a comprehensive review

Alireza Ghahtarani · Ahmed Saif · Alireza Ghasemi

43 citations·0/0 files stored·Operational Research

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk and Portfolio Optimization Stochastic processes and financial applications Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 43 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1999Coherent Measures of Risk 2000Optimization of conditional value-at-risk 2016“Options, Futures, and Other Derivatives”2004The Price of Robustness 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?2013Prospect Theory: An Analysis of Decision Under Risk 1998Robust Convex Optimization

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2020Robust portfolio optimization: a categorized bibliographic reviewarticle · 36 shared references 2013Recent Developments in Robust Portfolios with a Worst-Case Approacharticle · 25 shared references 2020A novel two-phase robust portfolio selection and optimization approach under uncertainty: A case study of Tehran stock exchangearticle · 21 shared references 2018Data-driven robust mean-CVaR portfolio selection under distribution ambiguityarticle · 19 shared references 2021Robust optimization approaches for portfolio selection: a comparative analysisarticle · 18 shared references 2019Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty setarticle · 16 shared references

Details

Year2022

Typearticle

Published2022-02-10

VenueOperational Research

ISSN-L1109-2858

Languageen

Citations43

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1007/s12351-022-00690-5

openalex_workW3136458415

Links

Imported from OpenAlex (CC0) — nothing here is generated.