Pages that link to "Item:Q3520392"

The following pages link to DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY (Q3520392):

Displaying 21 items.

• On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
• Control of investment portfolio based on complex quantile risk measures (Q356993) (← links)
• Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
• A directional multivariate value at risk (Q896753) (← links)
• Robust portfolios: contributions from operations research and finance (Q993719) (← links)
• Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
• Linking Tukey's legacy to financial risk measurement (Q1659149) (← links)
• Portfolio selection strategy for fixed income markets with immunization on average (Q1703564) (← links)
• On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
• Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
• On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
• A decision model based on expected utility, entropy and variance (Q2180680) (← links)
• Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
• An optimization-diversification approach to portfolio selection (Q2301189) (← links)
• Probability metrics with applications in finance (Q2324082) (← links)
• Omega-CVaR portfolio optimization and its worst case analysis (Q2362174) (← links)
• PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS (Q2853378) (← links)
• Orderings and Probability Functionals Consistent with Preferences (Q3395730) (← links)
• Recent Advances in Credit Risk Management (Q3606100) (← links)
• Basic Geometric Dispersion Theory of Decision Making Under Risk: Asymmetric Risk Relativity, New Predictions of Empirical Behaviors, and Risk Triad (Q4991779) (← links)
• UPSIDE BETA RATIO: A PERFORMANCE MEASURE FOR POTENTIAL-SEEKING INVESTORS (Q5114684) (← links)