Lassance, Nathan; Vrins, Frédéric Portfolio selection: a target-distribution approach. (English) Zbl 07709818 Eur. J. Oper. Res. 310, No. 1, 302-314 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{N. Lassance} and \textit{F. Vrins}, Eur. J. Oper. Res. 310, No. 1, 302--314 (2023; Zbl 07709818) Full Text: DOI
Chakrabarti, Deepayan Robust linear classification from limited training data. (English) Zbl 07570138 Mach. Learn. 111, No. 5, 1621-1649 (2022). MSC: 68T05 PDFBibTeX XMLCite \textit{D. Chakrabarti}, Mach. Learn. 111, No. 5, 1621--1649 (2022; Zbl 07570138) Full Text: DOI arXiv
Leoff, Elisabeth; Ruderer, Leonie; Sass, Jörn Signal-to-noise matrix and model reduction in continuous-time hidden Markov models. (English) Zbl 1493.91113 Math. Methods Oper. Res. 95, No. 2, 327-359 (2022). MSC: 91G10 91G15 60G35 PDFBibTeX XMLCite \textit{E. Leoff} et al., Math. Methods Oper. Res. 95, No. 2, 327--359 (2022; Zbl 1493.91113) Full Text: DOI
Yin, C.; Perchet, R.; Soupé, F. A practical guide to robust portfolio optimization. (English) Zbl 1479.91369 Quant. Finance 21, No. 6, 911-928 (2021). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{C. Yin} et al., Quant. Finance 21, No. 6, 911--928 (2021; Zbl 1479.91369) Full Text: DOI
Chakrabarti, Deepayan Parameter-free robust optimization for the maximum-Sharpe portfolio problem. (English) Zbl 1487.91112 Eur. J. Oper. Res. 293, No. 1, 388-399 (2021). MSC: 91G10 62H12 62P05 90C17 PDFBibTeX XMLCite \textit{D. Chakrabarti}, Eur. J. Oper. Res. 293, No. 1, 388--399 (2021; Zbl 1487.91112) Full Text: DOI