Pages that link to "Item:Q2441473"
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The following pages link to Quantile portfolio optimization under risk measure constraints (Q2441473):
Displaying 3 items.
- On the predictive risk in misspecified quantile regression (Q2330755) (← links)
- Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
