Pages that link to "Item:Q5944955"
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The following pages link to A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation (Q5944955):
Displaying 5 items.
- Mean-variance versus expected utility in dynamic investment analysis (Q545521) (← links)
- Using genetic algorithm to solve a new multi-period stochastic optimization model (Q2389543) (← links)
- A mixed R{\&}D projects and securities portfolio selection model (Q2455632) (← links)
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
- Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach (Q5219546) (← links)