Pages that link to "Item:Q807368"
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The following pages link to Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies (Q807368):
Displaying 15 items.
- A fuzzy control model (FCM) for dynamic portfolio management (Q678950) (← links)
- Discrete time market with serial correlations and optimal myopic strategies (Q856298) (← links)
- Dynamic portfolio optimization with risk control for absolute deviation model (Q1037655) (← links)
- Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507) (← links)
- Dynamic models for fixed-income portfolio management under uncertainty (Q1275033) (← links)
- Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
- A mispricing model of stocks under asymmetric information (Q1926893) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity (Q2349605) (← links)
- Mean-variance asset-liability management under constant elasticity of variance process (Q2520428) (← links)
- Dynamic portfolio management under competing representations (Q3374171) (← links)
- Robust convex conic optimization in D-induced duality framework (Q3620280) (← links)
- Recursive portfolio management: Large-scale evidence from two Scandinavian stock markets (Q4018051) (← links)
- Solving a linear multiperiod portfolio problem by interior-point methodology (Q4022782) (← links)
- Competing transformation models (Q4269857) (← links)
