Pages that link to "Item:Q2427811"
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The following pages link to Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component (Q2427811):
Displayed 5 items.
- Minimization of a function of a quadratic functional with application to optimal portfolio selection (Q306327) (← links)
- The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- The location of a minimum variance squared distance functional (Q2155839) (← links)
- Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276) (← links)