Funder
Australian Research Council
Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference24 articles.
1. On fundamental skew distributions;Arellano-Valle;Journal of Multivariate Analysis,2005
2. Multiperiod mean-standard-deviation time consistent portfolio selection;Bannister;Automatica,2016
3. The role of duality in optimization problems involving entropy functionals with applications to information theory;Ben-Tal;Journal of Optimization Theory and Applications,1988
4. Convex optimization. (Seventh printing with corrections 2009);Boyd,2004
5. Measuring distribution model risk;Breuer;Mathematical Finance,2016
Cited by
16 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. First passage times in portfolio optimization: A novel nonparametric approach;European Journal of Operational Research;2024-02
2. Design of Requirement Value Evaluation System Based on Bee Colony Algorithm;2023 3rd International Conference on Mobile Networks and Wireless Communications (ICMNWC);2023-12-04
3. An Adaptive Multimodal Control for Power Grid Payment System;2023 International Conference on Integrated Intelligence and Communication Systems (ICIICS);2023-11-24
4. Design of a Requirements Mining and Evaluation System Based on Fuzzy Algorithms;2023 International Conference on Integrated Intelligence and Communication Systems (ICIICS);2023-11-24
5. Portfolio selection: A target-distribution approach;European Journal of Operational Research;2023-10