Pages that link to "Item:Q839733"
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The following pages link to Portfolio optimization under entropic risk management (Q839733):
Displaying 13 items.
- Triangular entropy of uncertain variables with application to portfolio selection (Q521694) (← links)
- Portfolio selection using \(\lambda\) mean and hybrid entropy (Q635977) (← links)
- Dynamic portfolio management with views at multiple horizons (Q668857) (← links)
- Entropy model of the investment portfolio (Q885757) (← links)
- Computation and analysis for a constrained entropy optimization problem in finance (Q952089) (← links)
- Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (Q1681531) (← links)
- Incorporating views on marginal distributions in the calibration of risk models (Q1785320) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Security portfolio management based on combined entropic risk measures (Q2263864) (← links)
- A new portfolio rebalancing model with transaction costs (Q2336854) (← links)
- Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component (Q2427811) (← links)
- Risk measures in the portfolio optimization problems (Q2850337) (← links)
- Portfolio optimization based on generalized information theoretic measures (Q5096013) (← links)
