Pages that link to "Item:Q1026538"
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The following pages link to Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538):
Displaying 10 items.
- CVaR (superquantile) norm: stochastic case (Q320902) (← links)
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- Control of investment portfolio based on complex quantile risk measures (Q356993) (← links)
- Selecting the CP metric: A risk aversion approach (Q1278661) (← links)
- A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
- On coherent risk measures induced by convex risk measures (Q1657812) (← links)
- Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
- On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Performance ratio-based coherent risk measure and its application (Q5001164) (← links)