Pages that link to "Item:Q1000348"
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The following pages link to Equilibrium relations in a capital asset market: A mean absolute deviation approach (Q1000348):
Displaying 11 items.
- Equilibrium in an ambiguity-averse mean-variance investors market (Q296609) (← links)
- Dynamic optimal portfolio with maximum absolute deviation model (Q454257) (← links)
- Equilibria in the capital market with non-homogeneous investors (Q678002) (← links)
- A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157) (← links)
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
- Necessary and sufficient condition for the existence of a nonnegative equilibrium price vector in the capital market with short-selling (Q1847634) (← links)
- Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (Q2216399) (← links)
- Optimality conditions in portfolio analysis with general deviation measures (Q2502213) (← links)
- EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET (Q3126235) (← links)
- EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION (Q4650604) (← links)
