Pages that link to "Item:Q2770980"
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The following pages link to Optimal Portfolios with Bounded Capital at Risk (Q2770980):
Displayed 18 items.
- Optimal portfolio strategies benchmarking the stock market (Q857954) (← links)
- Asymptotic behaviour of mean-quantile efficient portfolios (Q881418) (← links)
- On the distribution tail of an integrated risk model: A numerical approach (Q939337) (← links)
- Optimal dynamic portfolio selection with earnings-at-risk (Q946329) (← links)
- Optimal portfolios under a value-at-risk constraint (Q953643) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- Dynamic mean-risk optimization in a binomial model (Q1040686) (← links)
- Dynamic asset allocation under VaR constraint with stochastic interest rates (Q2267297) (← links)
- From light tails to heavy tails through multiplier (Q2271715) (← links)
- Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- A difference of convex formulation of value-at-risk constrained optimization (Q3577837) (← links)
- Portfolio optimization under the Value-at-Risk constraint (Q3593595) (← links)
- Optimal Investment and Bounded Ruin Probability: Constant Portfolio Strategies and Mean-variance Analysis (Q3634586) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
- OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION (Q5487832) (← links)