Pages that link to "Item:Q1938980"
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The following pages link to Simplified mean-variance portfolio optimisation (Q1938980):
Displayed 6 items.
- Mean-variance hedging with oil futures (Q377447) (← links)
- Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
- On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612) (← links)
- A projection pricing model for non-Gaussian financial returns (Q2163715) (← links)
- DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION (Q4634639) (← links)
- Portfolio selection with robust estimators considering behavioral biases in a causal network (Q5242358) (← links)