Pages that link to "Item:Q1268215"
From MaRDI portal
The following pages link to Multi-period minimax hedging strategies (Q1268215):
Displaying 6 items.
- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
- A robust hedging algorithm (Q1391666) (← links)
- Robust min-max portfolio strategies for rival forecast and risk scenarios (Q1583147) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098) (← links)
