Pages that link to "Item:Q492815"
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The following pages link to Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815):
Displaying 5 items.
- Long run risk sensitive portfolio with general factors (Q283999) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
- Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
