Pages that link to "Item:Q5696313"
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The following pages link to Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures (Q5696313):
Displaying 5 items.
- Optimal martingale measures for defaultable assets (Q436296) (← links)
- Optimization of expected shortfall on convex sets (Q889467) (← links)
- Risk-adjusted value allocation for (non-traded) assets with performance ratios (Q3518391) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)