Pages that link to "Item:Q953463"
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The following pages link to Comments on ``A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem'' (Q953463):
Displaying 4 items.
- A linearized value-at-risk model with transaction costs and short selling (Q320109) (← links)
- Portfolio optimization with \(pw\)-robustness (Q668953) (← links)
- Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)