Pages that link to "Item:Q2022182"
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The following pages link to Portfolio optimization with two coherent risk measures (Q2022182):
Displaying 10 items.
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
- Portfolio optimization with optimal expected utility risk measures (Q2069240) (← links)
- Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component (Q2427811) (← links)
- Portfolio Optimization with Quasiconvex Risk Measures (Q3465947) (← links)
- Portfolio optimization with two quasiconvex risk measures (Q5100236) (← links)
- Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models (Q6549617) (← links)