Dynamic mean-risk optimization in a binomial model (Q1040686): Difference between revisions

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+Optimal Portfolios with Bounded Capital at Risk
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+Normal rank
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+Shortfall risk minimising strategies in the binomial model: characterisation and convergence
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+Stochastic finance. An introduction in discrete time
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+Dynamic Portfolio Optimization with Bounded Shortfall Risks
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+Q5599448
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+Normal rank
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+Optimal Control of Favorable Games with  Expected Loss Constraint
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Portfolio optimization under the Value-at-Risk constraint
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+Q4421380
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+Optimal portfolios under a value-at-risk constraint
+Normal rank