Pages that link to "Item:Q844612"

The following pages link to Active portfolio management with benchmarking: adding a value-at-risk constraint (Q844612):

Displaying 9 items.

• Management compensation and market timing under portfolio constraints (Q311009) (← links)
• Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
• A numerical study for robust active portfolio management with worst-case downside risk measure (Q1719373) (← links)
• Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
• Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
• A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295) (← links)
• Optimal portfolio with power utility of absolute and relative wealth (Q2244540) (← links)
• Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives (Q2393345) (← links)
• Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)