Pages that link to "Item:Q3585128"
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The following pages link to INSTABILITY OF PORTFOLIO OPTIMIZATION UNDER COHERENT RISK MEASURES (Q3585128):
Displaying 7 items.
- The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
- Liquidity risk and instabilities in portfolio optimization (Q2816955) (← links)
- Replica approach to mean-variance portfolio optimization (Q3302503) (← links)
- Analytic solution to variance optimization with no short positions (Q3302932) (← links)
- Portfolio optimization under Expected Shortfall: contour maps of estimation error (Q4554495) (← links)
- Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization (Q5006871) (← links)
- Stability of Merton's portfolio optimization problem for Lévy models (Q5410812) (← links)