Pages that link to "Item:Q1754334"
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The following pages link to Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334):
Displaying 15 items.
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Pandemic portfolio choice (Q2083972) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Robust international portfolio optimization with worst-case mean-CVaR (Q2158047) (← links)
- Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts (Q2666663) (← links)
- Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
- Risk parity portfolio optimization under a Markov regime-switching framework (Q5234305) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
