Pages that link to "Item:Q2253640"
From MaRDI portal
The following pages link to Multistage optimization of option portfolio using higher order coherent risk measures (Q2253640):
Displaying 5 items.
- A multi-step rolled forward chance-constrained model and a proactive dynamic approach for the wheat crop quality control problem (Q319836) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
- Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)