Pages that link to "Item:Q2574057"
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The following pages link to Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057):
Displaying 6 items.
- The nested Sinkhorn divergence to learn the nested distance (Q2155219) (← links)
- Multi-period stochastic portfolio optimization: block-separable decomposition (Q2480253) (← links)
- An Affine Control Method for Optimal Dynamic Asset Allocation with Transaction Costs (Q3581020) (← links)
- Supporting Prices in a Stochastic von Neumann--Gale Model of a Financial Market (Q5216289) (← links)
- A Bayesian approach to data-driven multi-stage stochastic optimization (Q6618149) (← links)
- Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets (Q6629536) (← links)