Pages that link to "Item:Q2706425"
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The following pages link to Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (Q2706425):
Displaying 50 items.
- The complexity of equilibria for risk-modeling valuations (Q284585) (← links)
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- A maximum entropy method for a robust portfolio problem (Q296477) (← links)
- Minimization of a function of a quadratic functional with application to optimal portfolio selection (Q306327) (← links)
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (Q319614) (← links)
- Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- An efficient DC programming approach for portfolio decision with higher moments (Q409263) (← links)
- Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- VaR optimal portfolio with transaction costs (Q427038) (← links)
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
- Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457) (← links)
- On the tail mean-variance optimal portfolio selection (Q659265) (← links)
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584) (← links)
- Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
- Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
- Risk management in uncapacitated facility location models with random demands (Q958433) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Continuous-time mean-variance efficiency: the 80\% rule (Q997400) (← links)
- Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
- Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
- Global optimization of higher order moments in portfolio selection (Q1029685) (← links)
- Models and simulations for portfolio rebalancing (Q1038764) (← links)
- An estimation model of value-at-risk portfolio under uncertainty (Q1043315) (← links)
- Variance allocation and Shapley value (Q1617328) (← links)
- Risk management strategies for finding universal portfolios (Q1699132) (← links)
- Decomposing risk in an exploitation-exploration problem with endogenous termination time (Q1708513) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Risk and utility in portfolio optimization (Q1873937) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- Portfolio optimization for wealth-dependent risk preferences (Q1958620) (← links)
- The complexity of \((\mathsf{E}+\mathsf{Var})\)-equilibria, \(\mathsf{ESR}\)-equilibria, and \(\mathsf{SuperE}\)-equilibria for 2-players games with few cost values (Q1998841) (← links)
- Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
- Portfolio optimization by a bivariate functional of the mean and variance (Q2178898) (← links)
- An equivalent mathematical program for games with random constraints (Q2244431) (← links)
- Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
- Robust multiperiod portfolio management in the presence of transaction costs (Q2384579) (← links)
- Bilevel decision via variational inequalities (Q2387358) (← links)
- A closed-form solution of the Black-Litterman model with conditional value at risk (Q2417059) (← links)
- Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355) (← links)
- Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component (Q2427811) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
- Theoretical and semantic distinctions of fuzzy, possibilistic, and mixed fuzzy/possibilistic optimization (Q2455527) (← links)
- Portfolio optimization when asset returns have the Gaussian mixture distribution (Q2464229) (← links)
