Pages that link to "Item:Q827151"
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The following pages link to A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151):
Displaying 7 items.
- A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem (Q287624) (← links)
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- Multi-period portfolio selection with investor views based on scenario tree (Q2073082) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Training trees on tails with applications to portfolio choice (Q2173122) (← links)
- Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas (Q5039636) (← links)
- Systematic risk in the biopharmaceutical sector: a multiscale approach (Q6148787) (← links)