Pages that link to "Item:Q1425572"
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The following pages link to Portfolio optimization under lower partial risk measures (Q1425572):
Displaying 35 items.
- Multiple partial adjustment of portfolios under rational expectations (Q373825) (← links)
- On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275) (← links)
- Portfolio risk minimization and differential games (Q425781) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- A polynomial optimization approach to constant rebalanced portfolio selection (Q694522) (← links)
- Portfolio selection: a linear approach with dual expected utility (Q849753) (← links)
- A numerical study for robust active portfolio management with worst-case downside risk measure (Q1719373) (← links)
- Portfolio optimization for wealth-dependent risk preferences (Q1958620) (← links)
- Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures (Q2318618) (← links)
- Portfolio optimization using a new probabilistic risk measure (Q2351284) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- Non-separation in the mean -- lower-partial-moment portfolio optimization problem (Q2384636) (← links)
- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349) (← links)
- Inseparable robust reward-risk optimization models with distribution uncertainty (Q2396920) (← links)
- The impact of financial leverage on risk of equity measured by loss-oriented risk measures: an option pricing approach (Q2433491) (← links)
- Quantile portfolio optimization under risk measure constraints (Q2441473) (← links)
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
- Continuous-time portfolio optimization for absolute return funds (Q2686278) (← links)
- Optimal trade-off portfolio selection between total risk and maximum relative marginal risk<sup>†</sup> (Q2829556) (← links)
- Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures (Q2871416) (← links)
- Dimension reduction in discrete time portfolio optimization with partial information (Q2873154) (← links)
- (Q3015770) (← links)
- ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
- PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION (Q3487096) (← links)
- Robust portfolio selection under downside risk measures (Q3650968) (← links)
- Portfolio selection in downside risk optimization approach: application to the Hong Kong stock market (Q4697856) (← links)
- Drawdown beta and portfolio optimization (Q5092643) (← links)
- Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501) (← links)
- Large-scale financial planning via a partially observable stochastic dual dynamic programming framework (Q6053114) (← links)
- Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique (Q6177016) (← links)
- A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem (Q6560769) (← links)