Pages that link to "Item:Q2514719"

The following pages link to Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719):

Displayed 13 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)