The following pages link to (Q3861108):
Displaying 37 items.
- Decisionmetrics: a decision-based approach to econometric modelling (Q276921) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Some aspects of the history of Bayesian information processing (Q280204) (← links)
- Predictable returns and asset allocation: should a skeptical investor time the market? (Q301975) (← links)
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- Comparison and robustification of Bayes and Black-Litterman models (Q992041) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Correlation structure forecasting \& ex ante portfolio selection strategies in the Japan market (Q1000371) (← links)
- Bayesian analysis in econometrics (Q1262067) (← links)
- Analytic efficient solution set for multi-criteria quadratic programs (Q1268246) (← links)
- Strategic financial risk management and operations research (Q1278574) (← links)
- Strategic asset allocation (Q1391439) (← links)
- An interior-point method for a class of saddle-point problems (Q1411479) (← links)
- Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
- Robust hedging strategies (Q1761191) (← links)
- Log-robust portfolio management with parameter ambiguity (Q1789607) (← links)
- A dynamic view of the portfolio efficiency frontier (Q1823827) (← links)
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
- Portfolio selection based on Bayesian theory (Q2298422) (← links)
- Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process (Q2391929) (← links)
- Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
- Portfolio selection with probabilistic utility (Q2480226) (← links)
- Modified chance constrained linear programming under uncertainty (Q2702953) (← links)
- A theory of portfolio revision: robustness and truncation problems (Q3339611) (← links)
- Optimal Portfolio Diversification Using the Maximum Entropy Principle (Q3518459) (← links)
- Optimal portfolio selection (Q3662930) (← links)
- Optimality and robustness of a minimax portfolio (Q3768643) (← links)
- Optimality criteria for comparing efficient portfolios (Q3770249) (← links)
- Mixed strategy and information theory in optimal portfolio choice (Q3830774) (← links)
- Optimization in decision analysis, marketing and financial investments (Q3930968) (← links)
- BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO (Q4645332) (← links)
- Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069) (← links)
- Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace (Q5402494) (← links)
- The Strategic Uses of Value at Risk (Q5718366) (← links)
- Portfolio optimisation using constrained hierarchical bayes models (Q5880169) (← links)
- A discussion of parameter and model uncertainty in insurance (Q5938033) (← links)
- Long-term dynamic asset allocation under asymmetric risk preferences (Q6090179) (← links)
