机译:不确定性下的全球最小方差投资组合:稳健的优化方法
Univ Aveiro Higher Inst Accountancy & Adm R Assoc Humanitaria Bombeiros Voluntarios Aveiro P-3810500 Aveiro Portugal|Univ Coimbra Fac Econ Ctr Business & Econ Res CeBER Ave Dias Da Silva 165 P-3004512 Coimbra Portugal|Univ Coimbra Fac Econ Ave Dias Da Silva 165 P-3004512 Coimbra Portugal;
Univ Coimbra Fac Econ Ctr Business & Econ Res CeBER Ave Dias Da Silva 165 P-3004512 Coimbra Portugal|Univ Coimbra Fac Econ Ave Dias Da Silva 165 P-3004512 Coimbra Portugal|Inst Syst Engn & Comp Coimbra Rua Antero de Quental 199 P-3000033 Coimbra Portugal;
Univ Coimbra Fac Econ Ctr Business & Econ Res CeBER Ave Dias Da Silva 165 P-3004512 Coimbra Portugal|Univ Coimbra Fac Econ Ave Dias Da Silva 165 P-3004512 Coimbra Portugal;
Portfolio selection; Multi-objective; Robust optimization; Relative robustness; Absolute robustness; Global minimum variance portfolio;
机译:情景不确定性下的鲁棒最小方差投资组合优化建模
机译:在某些模型风险下的全局最小方差投资组合优化:基于回归的稳健方法
机译:偏正态模型中全局最小方差投资组合权重的推理程序的鲁棒性
机译:具有鲁棒收缩协方差估计的最小方差组合优化
机译:不确定性条件下的优化:自适应方差减少,自适应元建模和鲁棒性度量研究。
机译:不确定性下的一种新型两阶段强大的投资组合选择和优化方法 - 以德黑兰证券交易所为例
机译:不确定性下的全球最小方差组合:强大的优化方法