Pages that link to "Item:Q4911225"

The following pages link to A VaR Black–Litterman model for the construction of absolute return fund-of-funds (Q4911225):

Displaying 9 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)
• Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
• Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
• A bi‐level programming framework for identifying optimal parameters in portfolio selection (Q6092501) (← links)