Pages that link to "Item:Q1425572"
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The following pages link to Portfolio optimization under lower partial risk measures (Q1425572):
Displaying 14 items.
- On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275) (← links)
- A polynomial optimization approach to constant rebalanced portfolio selection (Q694522) (← links)
- Portfolio selection: a linear approach with dual expected utility (Q849753) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures (Q2318618) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349) (← links)
- Inseparable robust reward-risk optimization models with distribution uncertainty (Q2396920) (← links)
- The impact of financial leverage on risk of equity measured by loss-oriented risk measures: an option pricing approach (Q2433491) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Continuous-time portfolio optimization for absolute return funds (Q2686278) (← links)
- Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures (Q2871416) (← links)
- ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
- Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique (Q6177016) (← links)
