Pages that link to "Item:Q1652255"
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The following pages link to Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255):
Displaying 6 items.
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
- Multi-stage distributionally robust optimization with risk aversion (Q2031326) (← links)
- Portfolio optimization for inventory financing: copula-based approaches (Q2669576) (← links)
- A New Scenario Reduction Method Based on Higher-Order Moments (Q5106389) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)
