Pages that link to "Item:Q5001113"
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The following pages link to Optimal capital growth with convex shortfall penalties (Q5001113):
Displaying 4 items.
- Risk management with multiple VaR constraints (Q1616838) (← links)
- ON THE RELATION BETWEEN TWO APPROACHES TO EXTERIOR PENALTY METHOD FOR CONSTRAINED OPTIMAL CONTROL PROBLEMS (Q5067397) (← links)
- Kelly investing with downside risk control in a regime-switching market (Q5068071) (← links)
- Shrinkage estimation of Kelly portfolios (Q5234293) (← links)
