The following pages link to (Q4251882):
Displaying 6 items.
- Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach (Q704083) (← links)
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
- Goal-based investing based on multi-stage robust portfolio optimization (Q2151665) (← links)
- Scenario optimization asset and liability modelling for individual investors (Q2480245) (← links)
- Personalized goal-based investing via multi-stage stochastic goal programming (Q4991038) (← links)
