Pages that link to "Item:Q1028529"
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The following pages link to Estimating allocations for value-at-risk portfolio optimization (Q1028529):
Displayed 7 items.
- Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
- Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management (Q635987) (← links)
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
- Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (Q2318256) (← links)
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints (Q2691461) (← links)
- Portfolio selection based on a nonlinear neural network: An application on the Istanbul Stock Exchange (ISE30) (Q5085738) (← links)