Pages that link to "Item:Q1725616"
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The following pages link to Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616):
Displayed 4 items.
- Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) (← links)
- A mental account-based portfolio selection model with an application for data with smaller dimensions (Q2147082) (← links)
- Best-case scenario robust portfolio: evidence from China stock market (Q6054321) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)
