Pages that link to "Item:Q2576693"
From MaRDI portal
The following pages link to Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and cVaR-based risk control (Q2576693):
Displayed 7 items.
- Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
- Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)