Pages that link to "Item:Q2231329"
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The following pages link to Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach (Q2231329):
Displaying 8 items.
- Optimal asset allocation: a worst scenario expectation approach (Q438769) (← links)
- The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826) (← links)
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
- Markowitz revisited: mean-variance models in financial portfolio analysis (Q2706425) (← links)
- How to choose the return model for market risk? Getting towards a right magnitude of stressed VaR (Q5234365) (← links)
- Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (Q5460659) (← links)
- Model Selection and Averaging in Financial Risk Management (Q5742646) (← links)