Pages that link to "Item:Q2514706"
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The following pages link to Mean-variance approximations to expected utility (Q2514706):
Displaying 18 items.
- Quadratic hedging for sequential claims with random weights in discrete time (Q2661622) (← links)
- A Network Approach to Risk Theory and Portfolio Selection (Q4609751) (← links)
- Clear Preferences Under Partial Distribution Information (Q4692027) (← links)
- Price of Anarchy for Mechanisms with Risk-Averse Agents (Q5002845) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection (Q5089923) (← links)
- Robust Contract Designs: Linear Contracts and Moral Hazard (Q5144775) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
- Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)
- Portfolio selection: a target-distribution approach (Q6113329) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Efficient portfolios and extreme risks: a Pareto-Dirichlet approach (Q6546994) (← links)
- Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem (Q6547041) (← links)
- Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints (Q6573347) (← links)
- Life reinsurance under perfect and asymmetric information (Q6609073) (← links)
- The famous American economist H. Markowitz and mathematical overview of his portfolio selection theory (Q6660043) (← links)
