Pages that link to "Item:Q321032"
From MaRDI portal
The following pages link to Inverse portfolio problem with coherent risk measures (Q321032):
Displaying 8 items.
- Synergy effect of cooperative investment (Q513649) (← links)
- The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
- Direct data-based decision making under uncertainty (Q1754229) (← links)
- Inverse portfolio problem with mean-deviation model (Q2514720) (← links)
- Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds (Q2514721) (← links)
- Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
- Index policy for multiarmed bandit problem with dynamic risk measures (Q6090163) (← links)
- On the solution uniqueness in portfolio optimization and risk analysis (Q6649933) (← links)