Pages that link to "Item:Q2183311"
From MaRDI portal
The following pages link to Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311):
Displaying 6 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework (Q2125368) (← links)
- A mental account-based portfolio selection model with an application for data with smaller dimensions (Q2147082) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Adaptive online portfolio selection with transaction costs (Q2242399) (← links)
- Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) (← links)
