Pages that link to "Item:Q3568907"
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The following pages link to Exact properties of measures of optimal investment for benchmarked portfolios (Q3568907):
Displaying 4 items.
- Portfolio management with benchmark related incentives under mean reverting processes (Q1621923) (← links)
- ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER (Q3067764) (← links)
- Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests (Q3143705) (← links)
- Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance (Q3631188) (← links)