Pages that link to "Item:Q1926869"

The following pages link to Portfolio value-at-risk optimization for asymmetrically distributed asset returns (Q1926869):

Displaying 23 items.

• On distributional robust probability functions and their computations (Q297175) (← links)
• A hybrid stock trading system using genetic network programming and mean conditional value-at-risk (Q300078) (← links)
• Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
• A linearized value-at-risk model with transaction costs and short selling (Q320109) (← links)
• Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
• Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374) (← links)
• Dynamic conditional value-at-risk model for routing and scheduling of hazardous material transportation networks (Q513121) (← links)
• Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
• Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
• Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
• The dynamic Black-Litterman approach to asset allocation (Q1751931) (← links)
• Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
• A new portfolio selection model with interval-typed random variables and the empirical analysis (Q1797766) (← links)
• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
• A risk management system for sustainable fleet replacement (Q2254002) (← links)
• Recent advances in robust optimization: an overview (Q2256312) (← links)
• A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (Q2318256) (← links)
• Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710) (← links)
• Data-driven portfolio management with quantile constraints (Q2516641) (← links)
• Empirical tail risk management with model-based annealing random search (Q2700078) (← links)
• Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization (Q6055161) (← links)
• Neurodynamics-driven portfolio optimization with targeted performance criteria (Q6077711) (← links)
• Modeling long term return distribution and nonparametric market risk estimation (Q6108892) (← links)