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We extend Relative Robust Portfolio Optimisation models to allow portfoliosto optimise their distance to a set of benchmarks. Portfolio managers are alsogiven the option of computing regret in a way which is more in line with marketpractices than other approaches suggested in the literature. In addition, theyare given the choice of simply adding an extra constraint to their optimisationproblem instead of outright changing the objective function, as is commonlysuggested in the literature. We illustrate the benefits of this approach byapplying it to equity portfolios in a variety of regions.

Robust Portfolio Optimisation with Specified Competitors