Pages that link to "Item:Q322536"
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The following pages link to Good deals and benchmarks in robust portfolio selection (Q322536):
Displaying 12 items.
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- Differential equations connecting VaR and CVaR (Q2012604) (← links)
- Optimal investment under ambiguous technology shocks (Q2030529) (← links)
- Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
- Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate (Q2078000) (← links)
- Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
- Individual antecedents of real options appraisal: the role of national culture and ambiguity (Q2189896) (← links)
- A non-probabilistic methodology for reliable sustainability planning: an application to the Iraqi national irrigation system (Q2281810) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Exhibiting abnormal returns under a risk averse strategy (Q2282734) (← links)
- Golden options in financial mathematics (Q2323338) (← links)
- Good deal indices in asset pricing: actuarial and financial implications (Q6066598) (← links)
