Pages that link to "Item:Q992041"
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The following pages link to Comparison and robustification of Bayes and Black-Litterman models (Q992041):
Displaying 11 items.
- Robust hedging strategies (Q1761191) (← links)
- Robust conditional expectation reward-risk performance measures (Q2036926) (← links)
- The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
- Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy (Q2241097) (← links)
- Asymptotic multivariate dominance: a financial application (Q2404182) (← links)
- Robust multiobjective optimization \& applications in portfolio optimization (Q2514713) (← links)
- Asymptotic filter behavior for high-frequency expert opinions in a market with Gaussian drift (Q4988558) (← links)
- EXPERT OPINIONS AND LOGARITHMIC UTILITY MAXIMIZATION FOR MULTIVARIATE STOCK RETURNS WITH GAUSSIAN DRIFT (Q5281724) (← links)
- Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (Q5346507) (← links)
- PORTFOLIO OPTIMIZATION UNDER PARTIAL INFORMATION WITH EXPERT OPINIONS (Q5389106) (← links)
- Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift (Q6644365) (← links)
