Pages that link to "Item:Q2184073"
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The following pages link to Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures (Q2184073):
Displaying 5 items.
- A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk (Q2100492) (← links)
- Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
- Adaptive online portfolio selection with transaction costs (Q2242399) (← links)
- A risk index model for uncertain portfolio selection with background risk (Q2668763) (← links)
- STUDY ON PORTFOLIO MODEL UNDER BACKGROUND RISK AND FRACTAL MARKET (Q5082125) (← links)
