Pages that link to "Item:Q5632330"

The following pages link to Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios (Q5632330):

Displaying 21 items.

• Robust weighted LAD regression (Q959399) (← links)
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Q1185209) (← links)
• Mean-absolute deviation portfolio optimization for mortgage-backed securities (Q1313178) (← links)
• Alternative methods of linear regression (Q1609471) (← links)
• On ``pre-historic'' linear programming and the figure of the Earth (Q1682983) (← links)
• Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
• Testing inequality constraints in a linear regression model with spherically symmetric disturbances (Q2341587) (← links)
• Fast gradient descent method for mean-CVaR optimization (Q2393350) (← links)
• Conditional value at risk and related linear programming models for portfolio optimization (Q2480247) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• Data-driven portfolio management with quantile constraints (Q2516641) (← links)
• On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
• Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214) (← links)
• ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
• Alternative beta estimation for the market model using partially adaptive techniques (Q3474177) (← links)
• Finding Least-Distances Lines (Q3665109) (← links)
• On robust estimation in certainty equivalence control (Q3942217) (← links)
• Beta estimation in the market model: skewness and leptokurtosis (Q4275848) (← links)
• On the price of risk in a mean-risk optimization model (Q4619512) (← links)
• (Q5389885) (← links)
• Robust reward–risk ratio portfolio optimization (Q6091880) (← links)