Multi-market portfolio optimization with conditional value at risk
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Publication:2670592
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Cites work
- scientific article; zbMATH DE number 1240224 (Why is no real title available?)
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Cited in
(9)- A cooperative bargaining framework for decentralized portfolio optimization
- Optimal transfer prices and technology in decentralized business groups
- A bi-level programming approach for global investment strategies with financial intermediation
- Risk-adaptive approaches to stochastic optimization: a survey
- Optimization with Multivariate Conditional Value-at-Risk Constraints
- Distributionally robust optimal allocation of financial assets under the uncertainty and irrationality
- Nonsmooth hierarchical multi portfolio selection
- Optimal allocation algorithm of financial re-sources based on return-risk equilibrium
- First passage times in portfolio optimization: a novel nonparametric approach
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