Distributionally Robust Portfolio Optimization

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Optimization Problems: Path Finding and Portfolio Allocation

Covers optimization problems in path finding and portfolio allocation.

Convex Optimization: Portfolio Optimization

Covers Distributionally Robust Portfolio Optimization for maximizing expected utility with uncertain asset returns.

Introduction to Finance: Risk and Return

Delves into finance, emphasizing risk and return in investments, covering free cash flow, dividends, NPV, EBIT, and portfolio analysis.

Investments: Portfolio Selection and Asset Pricing

Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.

Principles of Finance: Risk and Return

Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.

Lagrangian Duality: Theory and Applications

Explores Lagrangian duality in convex optimization, discussing strong duality, dual solutions, and practical applications in second-order cone programs.

Dynamic Portfolio Selection

Explores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.

Lagrangian Duality: Convex Optimization

Explores Lagrangian duality in convex optimization, transforming problems into min-max formulations and discussing the significance of dual solutions.

Linear Programming Techniques in Reinforcement Learning

Covers the linear programming approach to reinforcement learning, focusing on its applications and advantages in solving Markov decision processes.

Convex Optimization: Self-dual Cones

Explores self-dual cones in convex optimization and their applications in various optimization problems.