Pages that link to "Item:Q300037"
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The following pages link to An algorithm for moment-matching scenario generation with application to financial portfolio optimisation (Q300037):
Displaying 10 items.
- A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
- On the effectiveness of scenario generation techniques in single-period portfolio optimization (Q1011180) (← links)
- Comment on ``An algorithm for moment-matching scenario generation with application to financial portfolio optimisation'' (Q1749530) (← links)
- Expected shortfall: heuristics and certificates (Q1754277) (← links)
- A heuristic for moment-matching scenario generation (Q1866129) (← links)
- A new moment matching algorithm for sampling from partially specified symmetric distributions (Q2517789) (← links)
- Generating moment matching scenarios using optimization techniques (Q2848181) (← links)
- Monte Carlo approximate tensor moment simulations (Q2955984) (← links)
- A New Scenario Reduction Method Based on Higher-Order Moments (Q5106389) (← links)
- Value function gradient learning for large-scale multistage stochastic programming problems (Q6167416) (← links)