Pages that link to "Item:Q5614389"

The following pages link to The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments (Q5614389):

Displaying 50 items.

• Optimum consumption and portfolio rules in a continuous-time model (Q140187) (← links)
• Optimal path problems with second-order stochastic dominance constraints (Q264233) (← links)
• Distributional properties of portfolio weights (Q278053) (← links)
• Portfolio optimization with serially correlated, skewed and fat tailed index returns (Q300967) (← links)
• Testing conditional asymmetry: a residual-based approach (Q310968) (← links)
• Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights (Q333360) (← links)
• The expected loss and mean square error reductions of risk sensitive decisions (Q375127) (← links)
• Aggregation of preferences for skewed asset returns (Q472212) (← links)
• A two-period model with portfolio choice: understanding results from different solution methods (Q485593) (← links)
• The link between the Shapley value and the beta factor (Q524900) (← links)
• Equilibrium open interest (Q608910) (← links)
• A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258) (← links)
• A new approach to statistical efficiency of weighted least squares fitting algorithms for reparameterization of nonlinear regression models (Q665067) (← links)
• Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks (Q665823) (← links)
• A preference foundation for log mean-variance criteria in portfolio choice problems (Q690178) (← links)
• On the statistical origins of the learning curve (Q759616) (← links)
• Expected utility approximation and portfolio optimisation (Q784451) (← links)
• Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
• Sustainability and its relation to efficiency under uncertainty (Q836881) (← links)
• A numerical evaluation of meta-heuristic techniques in portfolio optimisation (Q839988) (← links)
• Continuous time one-dimensional asset-pricing models with analytic price-dividend functions (Q847865) (← links)
• Multi-objective stochastic programming for portfolio selection (Q857322) (← links)
• Approximate CAPM when preferences are CRRA (Q883129) (← links)
• Moment preferences and polynomial utility (Q899944) (← links)
• A model of discontinuous interest rate behavior, yield curves, and volatility (Q941729) (← links)
• Solving dynamic general equilibrium models using a second-order approximation to the policy function (Q951493) (← links)
• Second-, third-, and higher-order consumption functions: a precautionary tale (Q956439) (← links)
• Portfolio selection in multidimensional general and partial moment space (Q964574) (← links)
• Country portfolio dynamics (Q975902) (← links)
• Mean-variance-skewness model for portfolio selection with fuzzy returns (Q1038405) (← links)
• Approximating the admissible set in stochastic dominance (Q1147066) (← links)
• Theory of the firm: uncertainty and choice of experiments (Q1155508) (← links)
• Portfolio selection with transactions costs (Q1239674) (← links)
• On the foundations of mean-variance analyses (Q1255742) (← links)
• Challenges in stochastic programming (Q1363423) (← links)
• Risk tolerance and value of information in the standard portfolio model (Q1390984) (← links)
• Computational economics and economic theory: Substitutes or complements? (Q1391659) (← links)
• Multi-objective mean-variance-skewness model for nonconvex and stochastic optimal power flow considering wind power and load uncertainties (Q1694953) (← links)
• Managing soil natural capital: a prudent strategy for adapting to future risks (Q1699101) (← links)
• Time-varying risk attitude and conditional skewness (Q1722256) (← links)
• Numerical solutions to dynamic portfolio problems with upper bounds (Q1789606) (← links)
• A new foundation for the mean-variance analysis (Q1827662) (← links)
• Taylor series approximations to expected utility and optimal portfolio choice (Q1935728) (← links)
• Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection (Q1979975) (← links)
• A \textit{meta}-measure of performance related to both investors and investments characteristics (Q2151684) (← links)
• A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic (Q2167950) (← links)
• Portfolio optimization by a bivariate functional of the mean and variance (Q2178898) (← links)
• On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions (Q2320797) (← links)
• A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution (Q2341246) (← links)
• Moments and semi-moments for fuzzy portfolio selection (Q2447405) (← links)