Pages that link to "Item:Q2051167"
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The following pages link to Quantile-based optimal portfolio selection (Q2051167):
Displaying 10 items.
- Optimal control of the investment portfolio with respect to the quantile criterion (Q1778993) (← links)
- Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) (← links)
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- Quantile portfolio optimization under risk measure constraints (Q2441473) (← links)
- Minimax optimization of investment portfolio by quantile criterion (Q2487624) (← links)
- Benchmarking the performance of portfolio optimization with QAOA (Q2686165) (← links)
- (Q4495096) (← links)
- Granularity Adjustment for Efficient Portfolios (Q5080553) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Multi-period power utility optimization under stock return predictability (Q6088760) (← links)