Pages that link to "Item:Q5493853"
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The following pages link to THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853):
Displayed 9 items.
- Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
- Multiple criteria decision aiding for finance: an updated bibliographic survey (Q319984) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Asset allocation strategies based on penalized quantile regression (Q1789637) (← links)
- A decision model based on expected utility, entropy and variance (Q2180680) (← links)
- DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY (Q3520392) (← links)
- Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
- Effects of skewness and kurtosis on portfolio rankings (Q4911222) (← links)
- COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840) (← links)