Distributionally Robust Return-Risk Optimization Models and Their Applications

Based on the risk control of conditional value-at-risk, distributionally robust return-risk optimization models with box constraints of random vector are proposed. They describe uncertainty in both the distribution form and moments (mean and covariance matrix of random vector). It is difficult to so...

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Main Authors: Li Yang, Yanxi Li, Zhengyong Zhou, Kejing Chen
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/784715
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author Li Yang
Yanxi Li
Zhengyong Zhou
Kejing Chen
author_facet Li Yang
Yanxi Li
Zhengyong Zhou
Kejing Chen
author_sort Li Yang
collection DOAJ
description Based on the risk control of conditional value-at-risk, distributionally robust return-risk optimization models with box constraints of random vector are proposed. They describe uncertainty in both the distribution form and moments (mean and covariance matrix of random vector). It is difficult to solve them directly. Using the conic duality theory and the minimax theorem, the models are reformulated as semidefinite programming problems, which can be solved by interior point algorithms in polynomial time. An important theoretical basis is therefore provided for applications of the models. Moreover, an application of the models to a practical example of portfolio selection is considered, and the example is evaluated using a historical data set of four stocks. Numerical results show that proposed methods are robust and the investment strategy is safe.
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publishDate 2014-01-01
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series Journal of Applied Mathematics
spelling doaj-art-4205f196d7fa40d294f6fd30891ff89f2025-08-20T02:37:51ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/784715784715Distributionally Robust Return-Risk Optimization Models and Their ApplicationsLi Yang0Yanxi Li1Zhengyong Zhou2Kejing Chen3Faculty of Management and Economics, Dalian University of Technology, Dalian 116024, ChinaFaculty of Management and Economics, Dalian University of Technology, Dalian 116024, ChinaSchool of Mathematics and Computer Sciences, Shanxi Normal University, Linfen 041004, ChinaFaculty of Management and Economics, Dalian University of Technology, Dalian 116024, ChinaBased on the risk control of conditional value-at-risk, distributionally robust return-risk optimization models with box constraints of random vector are proposed. They describe uncertainty in both the distribution form and moments (mean and covariance matrix of random vector). It is difficult to solve them directly. Using the conic duality theory and the minimax theorem, the models are reformulated as semidefinite programming problems, which can be solved by interior point algorithms in polynomial time. An important theoretical basis is therefore provided for applications of the models. Moreover, an application of the models to a practical example of portfolio selection is considered, and the example is evaluated using a historical data set of four stocks. Numerical results show that proposed methods are robust and the investment strategy is safe.http://dx.doi.org/10.1155/2014/784715
spellingShingle Li Yang
Yanxi Li
Zhengyong Zhou
Kejing Chen
Distributionally Robust Return-Risk Optimization Models and Their Applications
Journal of Applied Mathematics
title Distributionally Robust Return-Risk Optimization Models and Their Applications
title_full Distributionally Robust Return-Risk Optimization Models and Their Applications
title_fullStr Distributionally Robust Return-Risk Optimization Models and Their Applications
title_full_unstemmed Distributionally Robust Return-Risk Optimization Models and Their Applications
title_short Distributionally Robust Return-Risk Optimization Models and Their Applications
title_sort distributionally robust return risk optimization models and their applications
url http://dx.doi.org/10.1155/2014/784715
work_keys_str_mv AT liyang distributionallyrobustreturnriskoptimizationmodelsandtheirapplications
AT yanxili distributionallyrobustreturnriskoptimizationmodelsandtheirapplications
AT zhengyongzhou distributionallyrobustreturnriskoptimizationmodelsandtheirapplications
AT kejingchen distributionallyrobustreturnriskoptimizationmodelsandtheirapplications