Pages that link to "Item:Q4646821"
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The following pages link to On the structure of multifactor optimal portfolio strategies (Q4646821):
Displaying 6 items.
- The use of the multi-cumulant tensor analysis for the algorithmic optimisation of investment portfolios (Q1620236) (← links)
- Risk minimization in multi-factor portfolios: what is the best strategy? (Q1621911) (← links)
- On analyzing and detecting multiple optima of portfolio optimization (Q1716944) (← links)
- Optimal strategies in linear multisector models: Value function and optimality conditions (Q2468508) (← links)
- Optimal portfolio and certainty equivalence estimator for the appreciation rate (Q2674826) (← links)
- Multistage risk premiums in portfolio optimization (Q4637444) (← links)