Pages that link to "Item:Q1176861"
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The following pages link to Portfolio theory for the recourse certainty equivalent maximizing investor (Q1176861):
Displayed 4 items.
- Duality and equilibrium prices in economics of uncertainty (Q1366319) (← links)
- On the use of optimization models for portfolio selection: A review and some computational results (Q1890889) (← links)
- Large deviations bounds for estimating conditional value-at-risk (Q2467442) (← links)
- AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (Q5427665) (← links)