Pages that link to "Item:Q3100750"
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The following pages link to ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES (Q3100750):
Displayed 8 items.
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
- Robust trade-off portfolio selection (Q2218875) (← links)
- Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (Q4971591) (← links)
- OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY (Q5066294) (← links)
- The attribution matrix and the joint use of finite change sensitivity index and residual income for value-based performance measurement (Q6106508) (← links)