Pages that link to "Item:Q340307"

The following pages link to Mean-CVaR portfolio selection: a nonparametric estimation framework (Q340307):

Displaying 34 items.

• Risk management in portfolio applications of non-convex stochastic programming (Q300194) (← links)
• Optimization of cost and service level in the presence of supply chain disruption risks: single vs. multiple sourcing (Q337101) (← links)
• Minimizing loss probability bounds for portfolio selection (Q439383) (← links)
• Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
• Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
• DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) (← links)
• A new portfolio selection model with interval-typed random variables and the empirical analysis (Q1797766) (← links)
• A parametric Sharpe ratio optimization approach for fuzzy portfolio selection problem (Q1992962) (← links)
• Quantile-based optimal portfolio selection (Q2051167) (← links)
• A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025) (← links)
• KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
• Online portfolio selection with long-short term forecasting (Q2079300) (← links)
• Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
• A risk measure of the stock market that is based on multifractality (Q2128744) (← links)
• A mental account-based portfolio selection model with an application for data with smaller dimensions (Q2147082) (← links)
• Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
• Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation (Q2241122) (← links)
• Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
• Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty (Q2292986) (← links)
• Portfolio optimization using a new probabilistic risk measure (Q2351284) (← links)
• Asymptotic behavior of Mean-CVaR portfolio selection model under nonparametric framework (Q2408890) (← links)
• A risk index model for uncertain portfolio selection with background risk (Q2668763) (← links)
• Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) (← links)
• (Q4519487) (← links)
• Iterative nonparametric estimation of a log-optimal portfolio selection function (Q4544791) (← links)
• A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
• How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
• Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
• Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method (Q5136074) (← links)
• Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (Q5460659) (← links)
• Robust enhanced indexation optimization with sparse industry Layout constraint (Q6065610) (← links)
• A multi-period constrained multi-objective evolutionary algorithm with orthogonal learning for solving the complex carbon neutral stock portfolio optimization model (Q6076828) (← links)
• A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem (Q6560769) (← links)
• Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets (Q6604272) (← links)