Pages that link to "Item:Q1932548"
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The following pages link to On efficient portfolio selection using convex risk measures (Q1932548):
Displaying 9 items.
- Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666) (← links)
- Convex analysis in financial mathematics (Q654112) (← links)
- Optimization of expected shortfall on convex sets (Q889467) (← links)
- Equal risk bounding is better than risk parity for portfolio selection (Q1675564) (← links)
- Convex risk measures for portfolio optimization and concepts of flexibility (Q2576735) (← links)
- Time-varying minimum-cost portfolio insurance under transaction costs problem via beetle antennae search algorithm (BAS) (Q2657311) (← links)
- Conic portfolio theory (Q2806366) (← links)
- Portfolio Optimization with Quasiconvex Risk Measures (Q3465947) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)