Pages that link to "Item:Q1313152"

The following pages link to Asymmetric risk measures and tracking models for portfolio optimization under uncertainty (Q1313152):

Displaying 19 items.

• Equilibria in the capital market with non-homogeneous investors (Q678002) (← links)
• On-line portfolio selection using stochastic programming (Q951342) (← links)
• Hedging exotic derivatives through stochastic optimization (Q1274222) (← links)
• Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (Q1306358) (← links)
• Challenges in stochastic programming (Q1363423) (← links)
• Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier (Q1615819) (← links)
• Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth (Q1615952) (← links)
• Portfolio value-at-risk optimization for asymmetrically distributed asset returns (Q1926869) (← links)
• Portfolio optimization for wealth-dependent risk preferences (Q1958620) (← links)
• Risk-reward ratio optimisation (revisited) (Q2057901) (← links)
• Portfolio optimization of financial commodities with energy futures (Q2150875) (← links)
• Volatility versus downside risk: performance protection in dynamic portfolio strategies (Q2320466) (← links)
• A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
• Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (Q2460070) (← links)
• Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
• Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program (Q3395170) (← links)
• Dynamic Tracking Error with Shortfall Control Using Stochastic Programming (Q4561899) (← links)
• Probabilités neutres au risque et asymétrie d'information (Q4937466) (← links)
• Multistage quadratic stochastic programming (Q5936073) (← links)