Pages that link to "Item:Q609731"
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The following pages link to Continuous time portfolio selection under conditional capital at risk (Q609731):
Displaying 10 items.
- Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666) (← links)
- Optimal portfolio strategies benchmarking the stock market (Q857954) (← links)
- Asymptotic behaviour of mean-quantile efficient portfolios (Q881418) (← links)
- On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
- Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market (Q1789776) (← links)
- A continuous selection for optimal portfolios under convex risk measures does not always exist (Q2304904) (← links)
- Continuous-time mean-risk portfolio selection (Q2485325) (← links)
- (Q2741115) (← links)
- RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
- Portfolio selection with commodities under conditional copulas and skew preferences (Q4683000) (← links)