Pages that link to "Item:Q492815"
From MaRDI portal
The following pages link to Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815):
Displaying 16 items.
- Long run risk sensitive portfolio with general factors (Q283999) (← links)
- Investigation of multistage stochastic portfolio optimization problems (Q508563) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414) (← links)
- On the effectiveness of scenario generation techniques in single-period portfolio optimization (Q1011180) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
- Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility (Q2273929) (← links)
- Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)
- Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty (Q4609463) (← links)
- Multistage risk premiums in portfolio optimization (Q4637444) (← links)
- Quantitative Stability Analysis of Two-Stage Stochastic Linear Programs with Full Random Recourse (Q5238078) (← links)
- The Application of Two-Stage Diversification to Portfolios from the WSE (Q5240118) (← links)
- Optimal ecological transition path of a credit portfolio distribution, based on multidate Monge-Kantorovich formulation (Q6549627) (← links)
- On risk evaluation and control of distributed multi-agent systems (Q6644269) (← links)
