Pages that link to "Item:Q321015"
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The following pages link to Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015):
Displaying 6 items.
- Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
- Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
- Dynamic safety first expected utility model (Q724069) (← links)
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
- Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)