Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances

von Lotfi, Somayyeh
Veröffentlicht in European journal of operational research (12018)

Portfolio diversification in the sovereign credit swap markets

von Consiglio, Andrea
Veröffentlicht in Financial Engineering and Banking Society (International Conference : 6. : 2016 : Malaga) Analytical models for financial modeling and risk management (2018)

Robust index-tracking and enhanced index-tracking in portfolio optimization

von Khoshabar, Nazanin Ansari
Veröffentlicht in Estudios de economía aplicada (2020)