Pages that link to "Item:Q2770980"
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The following pages link to Optimal portfolios with bounded capital at risk. (Q2770980):
Displaying 47 items.
- Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) (← links)
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
- Continuous time portfolio selection under conditional capital at risk (Q609731) (← links)
- Portfolio insurance under a risk-measure constraint (Q654812) (← links)
- Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
- On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← links)
- Optimal portfolio strategies benchmarking the stock market (Q857954) (← links)
- Asymptotic behaviour of mean-quantile efficient portfolios (Q881418) (← links)
- On the distribution tail of an integrated risk model: A numerical approach (Q939337) (← links)
- Optimal dynamic portfolio selection with earnings-at-risk (Q946329) (← links)
- Optimal portfolios under a value-at-risk constraint (Q953643) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- Dynamic mean-risk optimization in a binomial model (Q1040686) (← links)
- The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
- Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356) (← links)
- Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process (Q1636928) (← links)
- Communication and personal selection of pension saver's financial risk (Q1755410) (← links)
- Value-at-risk optimization using the difference of convex algorithm (Q1929961) (← links)
- Optimal and robust contracts for a risk-constrained principal (Q1932523) (← links)
- Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin'' (Q1936558) (← links)
- Dynamic asset allocation under VaR constraint with stochastic interest rates (Q2267297) (← links)
- From light tails to heavy tails through multiplier (Q2271715) (← links)
- Solvency requirement for long term guarantee: risk measure versus probability of ruin (Q2323647) (← links)
- A dynamic programming approach to constrained portfolios (Q2355875) (← links)
- Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
- Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794) (← links)
- The optimal mean-variance investment strategy under value-at-risk constraints (Q2445346) (← links)
- Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458) (← links)
- Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times (Q2628198) (← links)
- Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933) (← links)
- OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK (Q2996868) (← links)
- DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS (Q3100996) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- A difference of convex formulation of value-at-risk constrained optimization (Q3577837) (← links)
- Portfolio optimization under the Value-at-Risk constraint (Q3593595) (← links)
- Optimal Investment and Bounded Ruin Probability: Constant Portfolio Strategies and Mean-variance Analysis (Q3634586) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- Optimal Investment with Bounded VaR for Power Utility Functions (Q4561929) (← links)
- Multistage risk premiums in portfolio optimization (Q4637444) (← links)
- Optimal portfolio model under compound jump processes (Q4932910) (← links)
- Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails (Q4981822) (← links)
- Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (Q5414542) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
- OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION (Q5487832) (← links)
