Pages that link to "Item:Q2178898"
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The following pages link to Portfolio optimization by a bivariate functional of the mean and variance (Q2178898):
Displayed 4 items.
- The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147) (← links)
- The optimal solution of ESG portfolio selection models that are based on the average ESG score (Q2084023) (← links)
- The location of a minimum variance squared distance functional (Q2155839) (← links)
- Gainers and losers with higher order portfolio risk optimization (Q2165668) (← links)