The following pages link to Risk Management with Benchmarking (Q3115966):
Displaying 34 items.
- Downside risk in multiperiod tracking error models (Q301206) (← links)
- Management compensation and market timing under portfolio constraints (Q311009) (← links)
- Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
- Portfolio selection based on a benchmark process with dynamic value-at-risk constraints (Q344301) (← links)
- Large deviations theorems for optimal investment problems with large portfolios (Q418070) (← links)
- Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (Q470428) (← links)
- On managerial risk-taking incentives when compensation may be hedged against (Q475322) (← links)
- Active portfolio management with benchmarking: adding a value-at-risk constraint (Q844612) (← links)
- Optimal investment strategies with a reallocation constraint (Q992044) (← links)
- Risk management with multiple VaR constraints (Q1616838) (← links)
- On relative performance, remuneration and risk taking of asset managers (Q1630431) (← links)
- Optimal strategy for a fund manager with option compensation (Q1640170) (← links)
- Optimal benchmarking for active portfolio managers (Q2253564) (← links)
- A dynamic programming approach to constrained portfolios (Q2355875) (← links)
- Portfolio performance sensitivity for various asset-pricing kernels (Q2384593) (← links)
- Benchmark-based evaluation of portfolio performance: a characterization (Q2397788) (← links)
- A gained and lost dominance score method with conflict analysis for green economy development evaluation (Q2675662) (← links)
- Optimal design of equity-linked products with a probabilistic constraint (Q3077741) (← links)
- Risk-Constrained Dynamic Active Portfolio Management (Q3114647) (← links)
- Utility Maximization Under Bounded Expected Loss (Q3396371) (← links)
- OPTIMIZING THE MANAGER STRUCTURE IN A DOWNSIDE RISK FRAMEWORK(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803749) (← links)
- Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- PORTFOLIO MANAGEMENT WITH CONSTRAINTS (Q5427659) (← links)
- (Q5486570) (← links)
- BENCHMARKED RISK MINIMIZATION (Q5739193) (← links)
- Portfolio Optimization within a Wasserstein Ball (Q6091091) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Optimal investment with risk controlled by weighted entropic risk measures (Q6496946) (← links)
- Across-time risk-aware strategies for outperforming a benchmark (Q6555163) (← links)
- Optimal investment based on relative performance and weighted utility (Q6576555) (← links)
- The impact of a winner takes all tournament on managers' strategies and asset mispricing (Q6581908) (← links)
- Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment (Q6592281) (← links)
