Pages that link to "Item:Q1753495"

The following pages link to Mean-VaR portfolio optimization: a nonparametric approach (Q1753495):

Displaying 38 items.

• Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs (Q342247) (← links)
• Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374) (← links)
• Mean-VaR portfolio selection under real constraints (Q625636) (← links)
• Mean-variance portfolio optimization when means and covariances are unknown (Q641134) (← links)
• Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
• Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208) (← links)
• Optimal construction and rebalancing of index-tracking portfolios (Q1694362) (← links)
• Mean-variance-CVaR model of multiportfolio optimization via linear weighted sum method (Q1717666) (← links)
• An improvement of stochastic gradient descent approach for mean-variance portfolio optimization problem (Q2034531) (← links)
• Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
• Mixed value-at-risk and its numerical investigation (Q2137621) (← links)
• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
• Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
• The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) (← links)
• An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
• Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
• Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312) (← links)
• Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization (Q2283864) (← links)
• Non-linear equity portfolio variance reduction under a mean-variance framework -- a delta-gamma approach (Q2450760) (← links)
• 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization (Q2633216) (← links)
• A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
• Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) (← links)
• Empirical tail risk management with model-based annealing random search (Q2700078) (← links)
• Mean-VaR portfolio selection based on a particle swarm optimization algorithm (Q2858906) (← links)
• Non-parametric tests of portfolio efficiency under static and dynamic conditions† (Q3982043) (← links)
• (Q4519487) (← links)
• Iterative nonparametric estimation of a log-optimal portfolio selection function (Q4544791) (← links)
• Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)
• Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models (Q5023453) (← links)
• Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462) (← links)
• Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
• Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)
• First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
• Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)
• Evaluation of strategy portfolios (Q6538797) (← links)
• Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints (Q6573347) (← links)
• On the solution uniqueness in portfolio optimization and risk analysis (Q6649933) (← links)
• The famous American economist H. Markowitz and mathematical overview of his portfolio selection theory (Q6660043) (← links)