Pages that link to "Item:Q2273929"
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The following pages link to Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility (Q2273929):
Displaying 5 items.
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- A one-sided Vysochanskii-Petunin inequality with financial applications (Q2239880) (← links)
- Adaptive online portfolio selection with transaction costs (Q2242399) (← links)
- Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)