The following pages link to A robust hedging algorithm (Q1391666):
Displayed 11 items.
- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
- Worst-case estimation for econometric models with unobservable components (Q1019967) (← links)
- Robust optimal decisions with imprecise forecasts (Q1019992) (← links)
- A robust hedging algorithm (Q1391666) (← links)
- Robust min-max portfolio strategies for rival forecast and risk scenarios (Q1583147) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098) (← links)
- Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)
- (Q5389840) (← links)
- Robust portfolio selection using linear-matrix inequalities (Q5958242) (← links)