Pages that link to "Item:Q522056"
From MaRDI portal
The following pages link to Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056):
Displaying 4 items.
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Informational Efficiency under Short Sale Constraints (Q3195107) (← links)
- Portfolio optimization with two quasiconvex risk measures (Q5100236) (← links)