Pages that link to "Item:Q2253640"
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The following pages link to Multistage optimization of option portfolio using higher order coherent risk measures (Q2253640):
Displaying 9 items.
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- A multi-step rolled forward chance-constrained model and a proactive dynamic approach for the wheat crop quality control problem (Q319836) (← links)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Risk measure optimization: perceived risk and overconfidence of structured product investors (Q2314498) (← links)
- Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives (Q2393345) (← links)
- Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
- Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)
