Pages that link to "Item:Q1622826"
From MaRDI portal
The following pages link to The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826):
Displaying 4 items.
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach (Q2231329) (← links)
- First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
- Portfolio selection: a target-distribution approach (Q6113329) (← links)
