Pages that link to "Item:Q4233497"
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The following pages link to GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS (Q4233497):
Displayed 7 items.
- Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
- Examining macroeconomic models through the lens of asset pricing (Q472750) (← links)
- Is mean-variance analysis applicable to hedge funds? (Q1277714) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Nonparametric assessment of hedge fund performance (Q2294447) (← links)
- THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) (← links)
- A simple robust asset pricing model under statistical ambiguity (Q5079377) (← links)