Pages that link to "Item:Q992622"

The following pages link to Risk management strategies via minimax portfolio optimization (Q992622):

Displaying 11 items.

• A generalized neural network for solving a class of minimax optimization problems with linear constraints (Q433302) (← links)
• Portfolio optimization with \(pw\)-robustness (Q668953) (← links)
• Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
• Risk management strategies for finding universal portfolios (Q1699132) (← links)
• A new portfolio selection model with interval-typed random variables and the empirical analysis (Q1797766) (← links)
• Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
• Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints (Q2168097) (← links)
• Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (Q2216399) (← links)
• Portfolio optimization using a new probabilistic risk measure (Q2351284) (← links)
• Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
• Portfolio selection based on extended Gini shortfall risk measures (Q6139263) (← links)