Pages that link to "Item:Q902570"

The following pages link to Characterization of efficient frontier for mean-variance model with a drawdown constraint (Q902570):

Displaying 4 items.

• Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
• The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
• Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
• Drawdown risk measures for asset portfolios with high frequency data (Q6110761) (← links)