Pages that link to "Item:Q442731"
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The following pages link to An improved closed-form solution for the constrained minimization of the root of a quadratic functional (Q442731):
Displaying 5 items.
- The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826) (← links)
- Portfolio optimization with two coherent risk measures (Q2022182) (← links)
- Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276) (← links)
- Portfolio optimization with two quasiconvex risk measures (Q5100236) (← links)
- Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models (Q6549617) (← links)
