Pages that link to "Item:Q4555153"
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The following pages link to Recursive risk measures under regime switching applied to portfolio selection (Q4555153):
Displayed 4 items.
- A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151) (← links)
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)