Pages that link to "Item:Q1176861"
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The following pages link to Portfolio theory for the recourse certainty equivalent maximizing investor (Q1176861):
Displaying 10 items.
- A recourse certainty equivalent for decisions under uncertainty (Q1178430) (← links)
- Duality and equilibrium prices in economics of uncertainty (Q1366319) (← links)
- Theory of dynamic portfolio for survival under uncertainty (Q1377484) (← links)
- Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
- On the use of optimization models for portfolio selection: A review and some computational results (Q1890889) (← links)
- A chance constrained recourse approach for the portfolio selection problem (Q2404345) (← links)
- Large deviations bounds for estimating conditional value-at-risk (Q2467442) (← links)
- Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (Q5258948) (← links)
- AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (Q5427665) (← links)
- A Recourse Goal Programming Approach for the Portfolio Selection Problem (Q6102762) (← links)