The following pages link to Safety-first portfolio selection (Q5891856):
Displaying 7 items.
- Maximizing the omega ratio by two linear programming problems (Q465986) (← links)
- Multiperiod Telser's safety-first portfolio selection with regime switching (Q1726995) (← links)
- Convergence conditions for the observed mean method in stochastic programming (Q1745693) (← links)
- Stochastic optimization models of actuarial mathematics (Q2215270) (← links)
- How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons (Q2244237) (← links)
- The optimal portfolios based on a modified safety-first rule with risk-free saving (Q2515269) (← links)
- Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem (Q4624952) (← links)
