Pages that link to "Item:Q2341246"
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The following pages link to A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution (Q2341246):
Displaying 12 items.
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
- Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
- Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
- Efficiency evaluation of fuzzy portfolio in different risk measures via DEA (Q1730442) (← links)
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Optimal consumption-portfolio problem with CVaR constraints (Q2410442) (← links)
- Uncertain random portfolio selection with high order moments (Q2691397) (← links)
- Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691) (← links)
- Uncertain random mean–variance–skewness models for the portfolio optimization problem (Q5054739) (← links)