Pages that link to "Item:Q625636"
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The following pages link to Mean-VaR portfolio selection under real constraints (Q625636):
Displayed 4 items.
- Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
- Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374) (← links)
- Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
- A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)