Dynamic portfolio optimization with risk control for absolute deviation model (Q1037655): Difference between revisions

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+Portfolio Optimization Under a Minimax Rule
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
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+On extending the LP computable risk measures to account downside risk
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+Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+Q3371141
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
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