Pages that link to "Item:Q2642602"
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The following pages link to Portfolio optimization when risk factors are conditionally varying and heavy tailed (Q2642602):
Displaying 14 items.
- Stable mixture GARCH models (Q528154) (← links)
- Joint tails impact in stochastic volatility portfolio selection models (Q827150) (← links)
- Risk-sensitive portfolio optimization problems with general nonnegative factor models (Q1002378) (← links)
- Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
- Estimating stable latent factor models by indirect inference (Q1754526) (← links)
- Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model (Q1945088) (← links)
- Portfolio optimization for wealth-dependent risk preferences (Q1958620) (← links)
- Un-diversifying during crises: is it a good idea? (Q2320465) (← links)
- A characterization of optimal portfolios under the tail mean-variance criterion (Q2442517) (← links)
- Distribution assumptions and risk constraints in portfolio optimization (Q2477612) (← links)
- Modeling fat tails in stock returns: a multivariate stable-GARCH approach (Q2512745) (← links)
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle (Q3383684) (← links)
- Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices (Q6107610) (← links)
