Pages that link to "Item:Q1655925"

The following pages link to Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925):

Displaying 2 items.

• Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
• Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)