Pages that link to "Item:Q4299536"
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The following pages link to Linear‐quadratic efficient frontiers for portfolio optimization (Q4299536):
Displayed 5 items.
- Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
- Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (Q1306358) (← links)
- Asymmetric risk measures and tracking models for portfolio optimization under uncertainty (Q1313152) (← links)
- Network planning under uncertainty with an application to hydropower generation (Q1891353) (← links)
- Scenario-based stochastic programs: Resistance with respect to sample (Q1918420) (← links)