[PDF] Top 20 Robust portfolio selection problem under temperature uncertainty
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Robust portfolio selection problem under temperature uncertainty
... multi-period portfolio model is created as ...corresponding portfolio optimization model is solved to determine the optimal asset allocation decisions for a month ...The portfolio wealth is computed ... See full document
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On recoverable and two stage robust selection problems with budgeted uncertainty
... two-stage robust selection problems, RREC (2) and R2ST (3), under the continuous budgeted uncertainty U c ...involved problem for which we will build a nontrivial O(n 2 ) algorithm (its ... See full document
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Static Mean-Variance portfolio optimization under general sources of uncertainty
... standard portfolio selection problems, it is assumed that the portfolios are self- financing, ...M-V portfolio selection model with regime-switching and a stochastic cash ... See full document
16
Uncertainty Modelling for Project Portfolio Problem using Interval Analysis
... The problem of selection of project portfolio is often approached by ...the portfolio values, that most of the time come with ...the problem of the project portfolio, modeling ... See full document
8
An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility
... of uncertainty (low-risk) are associated with low potential returns, whereas high levels of uncertainty (high-risk) are associated with high potential ... See full document
20
A Simple Model of Robust Portfolio Selection
... of uncertainty about the expected returns on the assets to be included in the ...parameter uncertainty and individual attitudes towards ambiguity a¤ects the optimal ...single-period problem we obtain ... See full document
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A multi-objective robust optimization model for a facility location-allocation problem in a supply chain under uncertainty
... a robust optimization program to a facility location-allocation problem to design a supply chain under uncertain customer demands and cost ...supplier selection and order allocation ...of ... See full document
12
Robust estimation of multivariate location and scatter with application to financial portfolio selection
... the robust estimates also have an unknown ...the robust (via MCD and MVE) distances of Mahalanobis type (Chapter ...the robust distances to their asymptotic ...the robust distances by the ... See full document
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Robust Portfolio Selection Problems Including Uncertainty Factors
... that uncertainty from social conditions has a great influence on the future ...information. Under such uncertainty situations, they need to consider how to reduce a risk, and it becomes important ... See full document
7
Robust Mean-Variance Portfolio Selection Problem Including Fuzzy Factors
... assets selection problem is generally called a portfolio selection problem, and various studies have been done till ...modern portfolio theory (for instance, Luenberger [23], ... See full document
6
Robust portfolio selection under norm uncertainty
... situation of p = is similar to the results of Soyster [], but our approach reduces the computation complexity and can get a stable objective value under a small protective level. Figure is the simulation ... See full document
10
Robust Superdirective Beamforming Under Uncertainty Set Constraint
... in Figs. 5(b), 5(c) and 5(d) are all favorable and almost identical, they are acquired in different means. In Fig. 5(b), the selection of loading value δ = 0.2 relies on experience, which needs multiple tests to ... See full document
11
Robust Optimisation for Hydroelectric System Operation under Uncertainty
... optimisation problem due to the electrical and hydraulic coupling of the dams; and for every plant, the nonlinear dependence between the power output, the water discharged, and the head of the associated reservoir ... See full document
13
Robust global supply chain planning under uncertainty
... o f the models incorporate price and demand uncertainties in international markets. Kougut and Kulatilaka (1994) develop a stochastic dynamic programming model that explicitly treats supply chain flexibility as the ... See full document
419
Who do currency transaction taxes harm more: short term speculators or long term investors?
... Building blocks of the model are i the agents’ portfolio selection problem, ii the agents’ forecasts via different forecasting models, iii agents’ evaluation of these portfolio rules by [r] ... See full document
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Design And Planning Of E- Learning Environment/E-Education System On Heterogeneous Wireless Network Control System
... path problem with minimum cost can apply. Shortest path problem can be purposed for sending data to the optimal desired destination in these heterogeneousnetwork without any ...path problem for ... See full document
5
A Literature Review on Robust Project Scheduling Under Uncertainty
... So, it is very essential to pre-estimate the possible uncertainties, generate a robust baseline scheduling before the project scheduling plan, and constantly repair the disturbed schedul[r] ... See full document
6
Flow-shop scheduling problem under uncertainties: Review and trends Pages 399-426 Download PDF
... FFS under uncertainties have not been well studied as deterministic ...of problem addressed in 100 papers published between 2001 and October ...the selection of the studies and employing rigorous and ... See full document
28
Hull Optimization Design for Minimum EEDI Based on
... principle, robust optimization with random variables is transformed to a minimum problem of slack variables r and t, which can be easily calculated and ... See full document
6
Optimization of maintenance policy under parameter uncertainty using portfolio theory
... Reliability indexes are normally estimated based on lab data and failure data collected from the field (Wu & Scarf, 2015). The sparsity of such data varies from case to case, which can result in different efficiency ... See full document
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