Pages that link to "Item:Q2829560"
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The following pages link to Mean–variance portfolio optimization with parameter sensitivity control<sup>†</sup> (Q2829560):
Displaying 3 items.
- Active allocation of systematic risk and control of risk sensitivity in portfolio optimization (Q2355106) (← links)
- Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711) (← links)
- An optimal trade-off model for portfolio selection with sensitivity of parameters (Q2628195) (← links)