Pages that link to "Item:Q5746724"
From MaRDI portal
The following pages link to Static and dynamic VaR constrained portfolios with application to delegated portfolio management (Q5746724):
Displaying 6 items.
- Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246) (← links)
- Robust portfolio choice under the interest rate uncertainty (Q5038165) (← links)
- Optimal investment policy in a multi-stage problem with bankruptcy and stage-by-stage probability constraints (Q5039397) (← links)
- Optimization Methods in Mathematical Finance (Q5746722) (← links)
- Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
- Design of efficient investment portfolios with a shortfall probability as a measure of risk (Q6094337) (← links)