Pages that link to "Item:Q4595295"
From MaRDI portal
The following pages link to ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295):
Displaying 5 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
- Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) (← links)
- Continuous-time portfolio optimization for absolute return funds (Q2686278) (← links)
- On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)