Pages that link to "Item:Q908370"
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The following pages link to Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370):
Displaying 8 items.
- Portfolio selection based on a benchmark process with dynamic value-at-risk constraints (Q344301) (← links)
- Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996) (← links)
- Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
- Portfolio selection under different attitudes in fuzzy environment (Q2198246) (← links)
- Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE (Q2203753) (← links)
- Golden options in financial mathematics (Q2323338) (← links)
- Optimal consumption-portfolio problem with CVaR constraints (Q2410442) (← links)
- Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs (Q6046828) (← links)
