Pages that link to "Item:Q5423191"
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The following pages link to On the feasibility of portfolio optimization under expected shortfall (Q5423191):
Displaying 12 items.
- Fuzzy portfolio selection problem with different borrowing and lending rates (Q410338) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Asset allocation strategies based on penalized quantile regression (Q1789637) (← links)
- Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169) (← links)
- Maximizing and minimizing investment concentration with constraints of budget and investment risk (Q2150048) (← links)
- Replica approach to mean-variance portfolio optimization (Q3302503) (← links)
- Analytic solution to variance optimization with no short positions (Q3302932) (← links)
- Minimal investment risk of a portfolio optimization problem with budget and investment concentration constraints (Q3302958) (← links)
- Macroscopic relationship in primal-dual portfolio optimization problem (Q4964477) (← links)
- Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization (Q5006871) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)
- Robust portfolio selection under recovery average value at risk (Q6496953) (← links)
