Pages that link to "Item:Q2009178"
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The following pages link to Worst-case portfolio optimization in discrete time (Q2009178):
Displaying 8 items.
- The worst-case discounted regret portfolio optimization problem (Q274372) (← links)
- Worst-case scenario portfolio optimization: a new stochastic control approach (Q814888) (← links)
- Optimal portfolios: new variations of an old theme (Q1031945) (← links)
- A new approach for worst-case regret portfolio optimization problem (Q2321628) (← links)
- Worst-case portfolio optimization in a market with bubbles (Q2800049) (← links)
- Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
- Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
- Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)