Pages that link to "Item:Q2706425"

The following pages link to Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (Q2706425):

Displaying 33 items.

• Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098) (← links)
• Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
• Portfolio optimization in stochastic markets (Q2500788) (← links)
• 60 years of portfolio optimization: practical challenges and current trends (Q2514707) (← links)
• Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
• Time consistent policy of multi-period mean-variance (Q2515277) (← links)
• On a nonseparable convex maximization problem with continuous Knapsack constraints (Q2643790) (← links)
• Cloud-assisted privacy-conscious large-scale Markowitz portfolio (Q2663522) (← links)
• Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
• Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
• On robust mean-variance portfolios (Q2810108) (← links)
• Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
• Directed Principal Component Analysis (Q2931712) (← links)
• A mean-variance model for the minimum cost flow problem with stochastic arc costs (Q3057183) (← links)
• Multiperiod mean-variance efficient portfolios with endogenous liabilities (Q4911228) (← links)
• Least-squares approach to risk parity in portfolio selection (Q5001135) (← links)
• Portfolio selection with tail nonlinearly transformed risk measures—a comparison with mean-CVaR analysis (Q5014233) (← links)
• An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems (Q5085476) (← links)
• A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization (Q5131691) (← links)
• Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
• Utility-Deviation-Risk Portfolio Selection (Q5270329) (← links)
• Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)
• A NOTE ON SEMIVARIANCE (Q5472776) (← links)
• Static and dynamic VaR constrained portfolios with application to delegated portfolio management (Q5746724) (← links)
• MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION (Q5854327) (← links)
• Conditional value-at-risk: structure and complexity of equilibria (Q5919335) (← links)
• Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
• Recent advances in reinforcement learning in finance (Q6146668) (← links)
• Optimal strategy of taxi drivers at airports by a stochastic programming approach: evidence from airports in China (Q6175340) (← links)
• Principal component analysis and optimal portfolio (Q6187960) (← links)
• Up- and down-correlations in normal variance mixture models (Q6192365) (← links)
• Distributed mean reversion online portfolio strategy with stock network (Q6556114) (← links)
• Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)