Pages that link to "Item:Q1753495"
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The following pages link to Mean-VaR portfolio optimization: a nonparametric approach (Q1753495):
Displayed 19 items.
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- Optimal construction and rebalancing of index-tracking portfolios (Q1694362) (← links)
- An improvement of stochastic gradient descent approach for mean-variance portfolio optimization problem (Q2034531) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Mixed value-at-risk and its numerical investigation (Q2137621) (← links)
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
- Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
- The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
- Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312) (← links)
- Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization (Q2283864) (← links)
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
- Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) (← links)
- Empirical tail risk management with model-based annealing random search (Q2700078) (← links)
- Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
- Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)
- First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
- Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)