Pages that link to "Item:Q2178898"

The following pages link to Portfolio optimization by a bivariate functional of the mean and variance (Q2178898):

Displaying 16 items.

• Minimization of a function of a quadratic functional with application to optimal portfolio selection (Q306327) (← links)
• Mean-variance portfolio optimization when means and covariances are unknown (Q641134) (← links)
• On the tail mean-variance optimal portfolio selection (Q659265) (← links)
• The generalized harmonic mean and a portfolio problem with dependent assets (Q1367737) (← links)
• The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147) (← links)
• The optimal solution of ESG portfolio selection models that are based on the average ESG score (Q2084023) (← links)
• Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework (Q2125368) (← links)
• The location of a minimum variance squared distance functional (Q2155839) (← links)
• Gainers and losers with higher order portfolio risk optimization (Q2165668) (← links)
• (Q3640248) (← links)
• A Reference Point Approach to Bi-Objective Dynamic Portfolio Optimization (Q4931919) (← links)
• Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization (Q5006871) (← links)
• Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models (Q5023453) (← links)
• Visual tests for elliptically symmetric distributions (Q6541708) (← links)
• Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)
• Efficient portfolios and extreme risks: a Pareto-Dirichlet approach (Q6546994) (← links)