Pages that link to "Item:Q2706425"
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The following pages link to Markowitz revisited: mean-variance models in financial portfolio analysis (Q2706425):
Displaying 45 items.
- Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355) (← links)
- Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component (Q2427811) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
- Theoretical and semantic distinctions of fuzzy, possibilistic, and mixed fuzzy/possibilistic optimization (Q2455527) (← links)
- Portfolio optimization when asset returns have the Gaussian mixture distribution (Q2464229) (← links)
- Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098) (← links)
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
- Portfolio optimization in stochastic markets (Q2500788) (← links)
- 60 years of portfolio optimization: practical challenges and current trends (Q2514707) (← links)
- Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
- Time consistent policy of multi-period mean-variance (Q2515277) (← links)
- On a nonseparable convex maximization problem with continuous Knapsack constraints (Q2643790) (← links)
- The origins of the mean-variance approach in finance: revisiting de Finetti 65 years later (Q2644368) (← links)
- Cloud-assisted privacy-conscious large-scale Markowitz portfolio (Q2663522) (← links)
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- Local optimality in the multi-dimensional multi-period mean-variance portfolio problem (Q2741123) (← links)
- Mean variance optimization of portfolios (Q2789251) (← links)
- On robust mean-variance portfolios (Q2810108) (← links)
- Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
- Directed Principal Component Analysis (Q2931712) (← links)
- A mean-variance model for the minimum cost flow problem with stochastic arc costs (Q3057183) (← links)
- A geometric point of view on mean-variance models (Q4425017) (← links)
- Multiperiod mean-variance efficient portfolios with endogenous liabilities (Q4911228) (← links)
- Least-squares approach to risk parity in portfolio selection (Q5001135) (← links)
- Portfolio selection with tail nonlinearly transformed risk measures—a comparison with mean-CVaR analysis (Q5014233) (← links)
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems (Q5085476) (← links)
- A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization (Q5131691) (← links)
- Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
- Utility-Deviation-Risk Portfolio Selection (Q5270329) (← links)
- Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)
- (Q5399846) (← links)
- A NOTE ON SEMIVARIANCE (Q5472776) (← links)
- Static and dynamic VaR constrained portfolios with application to delegated portfolio management (Q5746724) (← links)
- MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION (Q5854327) (← links)
- Conditional value-at-risk: structure and complexity of equilibria (Q5919335) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- Recent advances in reinforcement learning in finance (Q6146668) (← links)
- $$\mathcal {NP}$$-Hardness of Equilibria in Case of Risk-Averse Players (Q6163639) (← links)
- Optimal strategy of taxi drivers at airports by a stochastic programming approach: evidence from airports in China (Q6175340) (← links)
- Principal component analysis and optimal portfolio (Q6187960) (← links)
- Up- and down-correlations in normal variance mixture models (Q6192365) (← links)
- Distributed mean reversion online portfolio strategy with stock network (Q6556114) (← links)
- Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)