Pages that link to "Item:Q1296359"
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The following pages link to Variance vs downside risk: Is there really that much difference? (Q1296359):
Displayed 24 items.
- Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
- Study on the interrelation of efficient portfolios and their frontier under \(t\) distribution and various risk measures (Q621864) (← links)
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
- Fuzzy portfolio optimization under downside risk measures (Q877972) (← links)
- Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
- Risk curve and fuzzy portfolio selection (Q931739) (← links)
- Shortfall as a risk measure: properties, optimization and applications (Q953649) (← links)
- Manufacturer cooperation in supplier development under risk (Q992592) (← links)
- A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157) (← links)
- Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
- Comparative statics under uncertainty: The case of mean-variance preferences. (Q1406969) (← links)
- Analysis of the conditional stock-return distribution under incomplete specification. (Q1427543) (← links)
- The computation of the worst conditional expectation. (Q1427561) (← links)
- Portfolio optimization for wealth-dependent risk preferences (Q1958620) (← links)
- Mean-variance analysis of a single supplier and retailer supply chain under a returns policy (Q2383133) (← links)
- Non-separation in the mean -- lower-partial-moment portfolio optimization problem (Q2384636) (← links)
- The impact of financial leverage on risk of equity measured by loss-oriented risk measures: an option pricing approach (Q2433491) (← links)
- A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498) (← links)
- Portfolio selection with a new definition of risk (Q2462128) (← links)
- On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
- Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214) (← links)
- Robust portfolio selection under downside risk measures (Q3650968) (← links)
- Statistical properties of the sample semi-variance (Q4483611) (← links)
- AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (Q5692937) (← links)