Pages that link to "Item:Q2829556"
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The following pages link to Optimal trade-off portfolio selection between total risk and maximum relative marginal risk<sup>†</sup> (Q2829556):
Displaying 8 items.
- How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
- Equal risk bounding is better than risk parity for portfolio selection (Q1675564) (← links)
- An optimal trade-off model for portfolio selection with sensitivity of parameters (Q2628195) (← links)
- Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm (Q4631770) (← links)
- (Q4932353) (← links)
- A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
- Portfolio selection with marginal risk control (Q5411509) (← links)
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection (Q6064034) (← links)