Pages that link to "Item:Q2817245"

The following pages link to Portfolio optimization under shortfall risk constraint (Q2817245):

Displaying 2 items.

• Robust importance sampling for some typical types of utility-based shortfall risk measures using exponential twisting and kernel density techniques (Q4960550) (← links)
• Utility maximization under risk constraints and incomplete information for a market with a change point (Q5373913) (← links)