The following pages link to Shortfall minimizing portfolios (Q2801411):
Displaying 7 items.
- Construction of a portfolio with shorter downside tail and longer upside tail (Q535300) (← links)
- Pension funds as institutions for intertemporal risk transfer (Q931188) (← links)
- Shortfall as a risk measure: properties, optimization and applications (Q953649) (← links)
- Risk minimization through portfolio replication (Q978811) (← links)
- Utilizing risk minimization for portfolio management (Q1197075) (← links)
- Short Positions in the First Principal Component Portfolio (Q4567946) (← links)
- Design of efficient investment portfolios with a shortfall probability as a measure of risk (Q6094337) (← links)