Pages that link to "Item:Q1778991"
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The following pages link to Portfolio replication: its forward-dual decomposition (Q1778991):
Displaying 8 items.
- Algorithm to solve the generalized Markowitz problem (Q544777) (← links)
- Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach (Q704083) (← links)
- Risk minimization through portfolio replication (Q978811) (← links)
- The practice of portfolio replication. A practical overview of forward and inverse problems (Q1289307) (← links)
- Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
- Decomposition and search techniques in disjunctive programs for portfolio selection (Q2725593) (← links)
- Tracking a rainfall index constrained by Conditional Value-at-Risk (Q4639287) (← links)
- (Q5323918) (← links)