Pages that link to "Item:Q518437"
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The following pages link to Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437):
Displaying 7 items.
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
- MULTIVARIATE DYNAMIC CASH SUB-ADDITIVE RISK MEASURES FOR PROCESSES (Q5866977) (← links)
