Pages that link to "Item:Q1753495"

The following pages link to Mean-VaR portfolio optimization: a nonparametric approach (Q1753495):

Displayed 19 items.

• Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) ‎ (← links)
• Optimal construction and rebalancing of index-tracking portfolios (Q1694362) ‎ (← links)
• An improvement of stochastic gradient descent approach for mean-variance portfolio optimization problem (Q2034531) ‎ (← links)
• Copula-based Black-Litterman portfolio optimization (Q2060420) ‎ (← links)
• Mixed value-at-risk and its numerical investigation (Q2137621) ‎ (← links)
• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) ‎ (← links)
• Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) ‎ (← links)
• The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) ‎ (← links)
• An analysis of dollar cost averaging and market timing investment strategies (Q2189909) ‎ (← links)
• Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) ‎ (← links)
• Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312) ‎ (← links)
• Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization (Q2283864) ‎ (← links)
• A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) ‎ (← links)
• Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) ‎ (← links)
• Empirical tail risk management with model-based annealing random search (Q2700078) ‎ (← links)
• Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) ‎ (← links)
• Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) ‎ (← links)
• First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) ‎ (← links)
• Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) ‎ (← links)