Pages that link to "Item:Q1037655"
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The following pages link to Dynamic portfolio optimization with risk control for absolute deviation model (Q1037655):
Displayed 9 items.
- An expected regret minimization portfolio selection model (Q439531) (← links)
- Dynamic optimal portfolio with maximum absolute deviation model (Q454257) (← links)
- Portfolio rebalancing model using multiple criteria (Q621706) (← links)
- A mispricing model of stocks under asymmetric information (Q1926893) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951) (← links)
- Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)