Pages that link to "Item:Q4991071"
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The following pages link to A note on - vs. -expected loss portfolio constraints (Q4991071):
Displaying 4 items.
- A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- On the equivalence between value-at-risk- and expected shortfall-based risk measures in non-concave optimization (Q6573817) (← links)
- Risk management under weighted limited expected loss (Q6587736) (← links)
