Pages that link to "Item:Q2982742"
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The following pages link to Multi-Period Mean-Variance Portfolio Optimization With High-Order Coupled Asset Dynamics (Q2982742):
Displaying 7 items.
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- A kernel-based trend pattern tracking system for portfolio optimization (Q2287718) (← links)
- (Q4614099) (← links)
- Consensus estimation‐based target localization in underwater acoustic sensor networks (Q5283282) (← links)
- Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion (Q5346595) (← links)
- A multi-period constrained multi-objective evolutionary algorithm with orthogonal learning for solving the complex carbon neutral stock portfolio optimization model (Q6076828) (← links)
