Pages that link to "Item:Q1709972"

The following pages link to Multi-period portfolio optimization: translation of autocorrelation risk to excess variance (Q1709972):

Displaying 2 items.

• CVaR-based robust models for portfolio selection (Q2190316) (← links)
• Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)