Pages that link to "Item:Q1938980"
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The following pages link to Simplified mean-variance portfolio optimisation (Q1938980):
Displaying 9 items.
- Mean-variance hedging with oil futures (Q377447) (← links)
- On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974) (← links)
- Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
- On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612) (← links)
- A projection pricing model for non-Gaussian financial returns (Q2163715) (← links)
- On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895) (← links)
- Mean variance optimization of portfolios (Q2789251) (← links)
- DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION (Q4634639) (← links)
- Portfolio selection with robust estimators considering behavioral biases in a causal network (Q5242358) (← links)