Pages that link to "Item:Q3040871"
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The following pages link to Comparison of Alternative Utility Functions in Portfolio Selection Problems (Q3040871):
Displayed 25 items.
- A numerical evaluation of meta-heuristic techniques in portfolio optimisation (Q839988) (← links)
- Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641) (← links)
- Stochastic network optimization models for investment planning (Q917418) (← links)
- A general framework for multistage mean-variance post-tax optimization (Q940838) (← links)
- Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
- Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution (Q993721) (← links)
- Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
- Use of stochastic and mathematical programming in portfolio theory and practice (Q1026547) (← links)
- Multivariate risk premiums (Q1082999) (← links)
- Computing efficient frontiers using estimated parameters (Q1313140) (← links)
- Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities (Q1313151) (← links)
- Univariate and multivariate measures of risk aversion and risk premiums (Q1313163) (← links)
- A direct test for the mean variance efficiency of a portfolio. (Q1605419) (← links)
- Post-tax optimization with stochastic programming (Q1877032) (← links)
- Models and model value in stochastic programming (Q1904670) (← links)
- Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (Q3019208) (← links)
- Time to wealth goals in capital accumulation (Q3375375) (← links)
- Generalized concavity of a function in portfolio theory (Q3691360) (← links)
- HYPER SENSITIVITY ANALYSIS OF PORTFOLIO OPTIMIZATION PROBLEMS (Q4650599) (← links)
- Extensions of Stein's Lemma for the Skew-Normal Distribution (Q5421527) (← links)
- Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (Q5460659) (← links)
- Stochastic goal programming: A mean-variance approach (Q5935381) (← links)
- Analyzing legal regulations in the Norwegian life insurance business using a multistage asset-liability management model (Q5945851) (← links)
- A note on portfolio selection with restrictions on leverage (Q5945861) (← links)
- A compromise solution to mutual funds portfolio selection with transaction costs (Q5952507) (← links)