Pages that link to "Item:Q2514719"
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The following pages link to Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719):
Displaying 14 items.
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
- A varying terminal time mean-variance model (Q2124501) (← links)
- A financial fraud detection indicator for investors: an \textit{IDeA} (Q2151647) (← links)
- An evolutionary approach to fraud management (Q2178152) (← links)
- OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY (Q4565071) (← links)
- Optimal payoffs under state-dependent preferences (Q4683070) (← links)
- The optimal payoff for a Yaari investor (Q5041665) (← links)
- Optimal claims with fixed payoff structure (Q5245622) (← links)
- BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO (Q5889362) (← links)
- Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ (Q6112770) (← links)
- Across-time risk-aware strategies for outperforming a benchmark (Q6555163) (← links)
