Pages that link to "Item:Q1940255"
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The following pages link to Direct data-driven portfolio optimization with guaranteed shortfall probability (Q1940255):
Displaying 7 items.
- Portfolio optimization with \(pw\)-robustness (Q668953) (← links)
- A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
- Stochastic differential game in high frequency market (Q1737914) (← links)
- Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity (Q2349605) (← links)
- Data-driven portfolio management with quantile constraints (Q2516641) (← links)
- On asymptotic log-optimal portfolio optimization (Q6109043) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)