Pages that link to "Item:Q344301"
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The following pages link to Portfolio selection based on a benchmark process with dynamic value-at-risk constraints (Q344301):
Displaying 13 items.
- Optimal portfolio selection and dynamic benchmark tracking (Q704069) (← links)
- Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370) (← links)
- Portfolio management with benchmark related incentives under mean reverting processes (Q1621923) (← links)
- A hybrid algorithm for portfolio selection: an application on the Dow Jones Index (DJI) (Q2043186) (← links)
- Solving high-order uncertain differential equations via Adams-Simpson method (Q2052285) (← links)
- A new family of expanded mixed finite element methods for reaction-diffusion equations (Q2089229) (← links)
- Explicit investment setting in a Kaldor macroeconomic model with macro shock (Q2206321) (← links)
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
- Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Across-time risk-aware strategies for outperforming a benchmark (Q6555163) (← links)
- Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment (Q6592281) (← links)
- A discrete-time benchmark tracking problem in two markets subject to random environments (Q6667806) (← links)
