Pages that link to "Item:Q5245462"
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The following pages link to Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462):
Displaying 4 items.
- On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH (Q2288978) (← links)
- Non-linear equity portfolio variance reduction under a mean-variance framework -- a delta-gamma approach (Q2450760) (← links)
- Portfolio performance of linear SDF models: an out-of-sample assessment (Q4554506) (← links)
- Robust optimization approaches for portfolio selection: a comparative analysis (Q6601529) (← links)