Pages that link to "Item:Q344301"
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The following pages link to Portfolio selection based on a benchmark process with dynamic value-at-risk constraints (Q344301):
Displaying 6 items.
- A hybrid algorithm for portfolio selection: an application on the Dow Jones Index (DJI) (Q2043186) (← links)
- Solving high-order uncertain differential equations via Adams-Simpson method (Q2052285) (← links)
- A new family of expanded mixed finite element methods for reaction-diffusion equations (Q2089229) (← links)
- Explicit investment setting in a Kaldor macroeconomic model with macro shock (Q2206321) (← links)
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
