Pages that link to "Item:Q5136074"

The following pages link to Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method (Q5136074):

Displaying 8 items.

• A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
• KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
• Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
• Data-Driven Preference Learning Methods for Value-Driven Multiple Criteria Sorting with Interacting Criteria (Q4995089) (← links)
• Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
• Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric (Q6085747) (← links)
• A unified algorithm framework for mean-variance optimization in discounted Markov decision processes (Q6096629) (← links)
• Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616) (← links)