The following pages link to Optimal Financial Portfolios (Q5440090):
Displaying 25 items.
- The complexity of equilibria for risk-modeling valuations (Q284585) (← links)
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
- Fat tails, VaR and subadditivity (Q528149) (← links)
- Construction of a portfolio with shorter downside tail and longer upside tail (Q535300) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Comparing large-sample maximum Sharpe ratios and incremental variable testing (Q1681279) (← links)
- Portfolio selection strategy for fixed income markets with immunization on average (Q1703564) (← links)
- On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
- Differential equations connecting VaR and CVaR (Q2012604) (← links)
- Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
- An optimization-diversification approach to portfolio selection (Q2301189) (← links)
- Periodic portfolio revision with transaction costs (Q2354016) (← links)
- Omega-CVaR portfolio optimization and its worst case analysis (Q2362174) (← links)
- The large-sample distribution of the maximum Sharpe ratio with and without short sales (Q2630355) (← links)
- Optimising portfolio diversification and dimensionality (Q2679246) (← links)
- Robust reward–risk ratio optimization with application in allocation of generation asset (Q2926487) (← links)
- A note on optimal portfolio corresponding to the CVaR ratio (Q4578150) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
- Good deal indices in asset pricing: actuarial and financial implications (Q6066598) (← links)
