Pages that link to "Item:Q4619512"
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The following pages link to On the price of risk in a mean-risk optimization model (Q4619512):
Displaying 7 items.
- Market price-based convex risk measures: a distribution-free optimization approach (Q435754) (← links)
- Dynamic mean-risk optimization in a binomial model (Q1040686) (← links)
- The price of risk with incomplete knowledge on the utility function (Q1812106) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Some new results on value ranges of risks for mean-variance portfolio models (Q2446404) (← links)
- (Q4996284) (← links)
- Risk-averse dynamic pricing using mean-semivariance optimization (Q6113462) (← links)