scientific article; zbMATH DE number 1247838
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Publication:4228005
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(39)- Optimum safety/return principle and applications
- Safety-first analysis and stable Paretian approach to portfolio choice theory
- Multiperiod Telser's safety-first portfolio selection with regime switching
- Safety first portfolio choice based on financial and sustainability returns
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- Portfolio optimization under safety first expected utility with nonlinear probability distortion
- Portfolio choice in the model of expected utility with a safety-first component
- How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
- Optimal portfolio of safety-first models
- Portfolio optimization with uncertain exit time in infinite-time horizon
- Optimal investment policy in the time consistent mean-variance formulation
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
- Portfolio optimization in stochastic markets
- The optimal portfolios based on a modified safety-first rule with risk-free saving
- Risk and potential: an asset allocation framework with applications to robo-advising
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
- Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
- Optimal asset allocation: risk and information uncertainty
- The Multiple-Family ELSP with Safety Stocks
- Generalized Safety First and a New Twist on Portfolio Performance
- Optimal asset allocation: a worst scenario expectation approach
- Dynamic mean-VaR portfolio selection in continuous time
- A smooth non-parametric estimation framework for safety-first portfolio optimization
- Gaussian and logistic adaptations of smoothed safety first
- Safety-first portfolio selection
- Safety-first portfolio selection
- Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan
- Optimal portfolio selection for general provisioning and terminal wealth problems
- Dynamic safety first expected utility model
- Non parametric estimation of parameters in using safety first criteria
- Asset-liability management under the safety-first principle
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach
- Asset and liability management under a continuous-time mean-variance optimization framework
- Multi-period optimization portfolio with bankruptcy control in stochastic market
- Portfolio optimization with transaction costs: a two-period mean-variance model
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm
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