Pages that link to "Item:Q1754091"
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The following pages link to Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091):
Displayed 3 items.
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- A one-sided Vysochanskii-Petunin inequality with financial applications (Q2239880) (← links)
- Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)