Pages that link to "Item:Q3994411"
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The following pages link to Foundations for financial economics (Q3994411):
Displaying 24 items.
- Statistical properties of the sample semi-variance (Q4483611) (← links)
- Exponential risk measure with application to UK asset allocation (Q4541593) (← links)
- Buy-and-hold mean-variance portfolios with a random exit strategy (Q4554501) (← links)
- On the foundation of performance measures under asymmetric returns (Q4646783) (← links)
- Perspectives of Risk Sharing (Q4791988) (← links)
- Foundations for Fintech (Q5005620) (← links)
- ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES (Q5010069) (← links)
- Portfolio selection with tail nonlinearly transformed risk measures—a comparison with mean-CVaR analysis (Q5014233) (← links)
- Reference Dependence and Market Participation (Q5108261) (← links)
- Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (Q5346507) (← links)
- MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319) (← links)
- Optimal portfolio choice and stochastic volatility (Q5414493) (← links)
- PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING (Q5488980) (← links)
- Catastrophe Risk Bonds (Q5718133) (← links)
- Optimal Portfolio Selection with Transaction Costs (Q5718252) (← links)
- Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification (Q5884380) (← links)
- Assortment planning in fashion retailing: Methodology, application and analysis (Q5925944) (← links)
- A class of non-expected utility risk measures and implications for asset allocations (Q5938029) (← links)
- Multiagent cooperative search for portfolio selection (Q5938623) (← links)
- Projection pricing (Q5942342) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- Portfolio optimization with asset preselection using data envelopment analysis (Q6100687) (← links)
- Static Markowitz mean-variance portfolio selection model with long-term bonds (Q6164093) (← links)
- Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem (Q6547041) (← links)