Pages that link to "Item:Q2001477"
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The following pages link to Portfolio optimization with entropic value-at-risk (Q2001477):
Displaying 16 items.
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Portfolio theory, information theory and Tsallis statistics (Q2137589) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution (Q2242773) (← links)
- Empirical tail risk management with model-based annealing random search (Q2700078) (← links)
- Neurodynamics-driven portfolio optimization with targeted performance criteria (Q6077711) (← links)
- CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (Q6088563) (← links)
- Optimal multivariate financial decision making (Q6107002) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)
- Portfolio selection based on extended Gini shortfall risk measures (Q6139263) (← links)
- Distributional robustness, stochastic divergences, and the quadrangle of risk (Q6552960) (← links)
- Entropy augmented asset pricing model: study on Indian stock market (Q6563701) (← links)
- Properties of the entropic risk measure EVaR in relation to selected distributions (Q6624007) (← links)
- A possibilistic programming approach to portfolio optimization problem under fuzzy data (Q6637759) (← links)
