Pages that link to "Item:Q2811944"
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The following pages link to Multistage portfolio optimization with stocks and options (Q2811944):
Displaying 9 items.
- Developing a multi-period robust optimization model considering American style options (Q889540) (← links)
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- Diversification with options and structured products (Q2036857) (← links)
- Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
- Optimization of covered calls under uncertainty (Q2218910) (← links)
- A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
- Constructing branching trees of geostatistical simulations (Q2676486) (← links)
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)