Pages that link to "Item:Q5746727"
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The following pages link to Portfolio selection with a minimax measure in safety constraint (Q5746727):
Displayed 5 items.
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
- Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (Q2216399) (← links)
- Extended omega ratio optimization for risk‐averse investors (Q5278224) (← links)
- Optimization Methods in Mathematical Finance (Q5746722) (← links)