Pages that link to "Item:Q3593595"
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The following pages link to Portfolio optimization under the Value-at-Risk constraint (Q3593595):
Displaying 12 items.
- Dynamic mean-risk optimization in a binomial model (Q1040686) (← links)
- Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725) (← links)
- Value-at-risk optimization using the difference of convex algorithm (Q1929961) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- Maximizing expected exponential utility of consumption with a constraint on expected time in poverty (Q2174172) (← links)
- Optimal consumption-portfolio problem with CVaR constraints (Q2410442) (← links)
- The optimal mean-variance investment strategy under value-at-risk constraints (Q2445346) (← links)
- DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS (Q3100996) (← links)
- A difference of convex formulation of value-at-risk constrained optimization (Q3577837) (← links)
- Optimal investment under dynamic risk constraints and partial information (Q4911229) (← links)
- Optimal investment, consumption and retirement decision with disutility and borrowing constraints (Q4911231) (← links)
- Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems (Q6112488) (← links)
