Pages that link to "Item:Q508870"
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The following pages link to Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics (Q508870):
Displaying 5 items.
- Portfolio selection based on a benchmark process with dynamic value-at-risk constraints (Q344301) (← links)
- Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
- Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE (Q2203753) (← links)
- Optimal consumption-portfolio problem with CVaR constraints (Q2410442) (← links)
