Pages that link to "Item:Q2577225"
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The following pages link to A two-step capital variation model: optimization by different statistical criteria (Q2577225):
Displaying 7 items.
- The two-step problem of investment portfolio selection from two risk assets via the probability criterion (Q500286) (← links)
- Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion (Q1642030) (← links)
- The decomposition method for two-stage stochastic linear programming problems with quantile criterion (Q1642033) (← links)
- Management of intellectual capital (Q1884209) (← links)
- Two-stage problem of quantile optimization of an investment project (Q2017553) (← links)
- Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion (Q2290396) (← links)
- Selection of a fixed-income portfolio (Q2457539) (← links)