Pages that link to "Item:Q4911225"
From MaRDI portal
The following pages link to A VaR Black–Litterman model for the construction of absolute return fund-of-funds (Q4911225):
Displayed 6 items.
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- Threshold Boolean form for joint probabilistic constraints with random technology matrix (Q463738) (← links)
- Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
- Game Theoretical Approach for Reliable Enhanced Indexation (Q4691960) (← links)
