Pages that link to "Item:Q2384636"
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The following pages link to Non-separation in the mean -- lower-partial-moment portfolio optimization problem (Q2384636):
Displayed 7 items.
- Optimal futures hedging strategies based on an improved kernel density estimation method (Q2100488) (← links)
- Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework (Q2125368) (← links)
- Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model (Q2177677) (← links)
- A note on a mean-lower partial moment CAPM without risk-free asset (Q2294314) (← links)
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts (Q2666663) (← links)
- Evaluating Risk Measures Using the Normal Mean-Variance Birnbaum-Saunders Distribution (Q5050412) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)