Pages that link to "Item:Q2514720"
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The following pages link to Inverse portfolio problem with mean-deviation model (Q2514720):
Displaying 11 items.
- Risk averse decision making under catastrophic risk (Q297090) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- A simple SSD-efficiency test (Q476280) (← links)
- Synergy effect of cooperative investment (Q513649) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Regression analysis: likelihood, error and entropy (Q1739032) (← links)
- Direct data-based decision making under uncertainty (Q1754229) (← links)
- Individual and cooperative portfolio optimization as linear program (Q2091212) (← links)
- Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
- Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
- On the solution uniqueness in portfolio optimization and risk analysis (Q6649933) (← links)
