Pages that link to "Item:Q1026966"
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The following pages link to Optimality conditions for portfolio optimization problems with convex deviation measures as objective functions (Q1026966):
Displaying 7 items.
- Dual representations for convex risk measures via conjugate duality (Q963653) (← links)
- Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901) (← links)
- A Lagrange duality approach for multi-composed optimization problems (Q2408520) (← links)
- Optimality conditions in portfolio analysis with general deviation measures (Q2502213) (← links)
- (Q3348667) (← links)
- Convex duality in constrained mean-variance portfolio optimization (Q3435391) (← links)
- Portfolio optimization with two quasiconvex risk measures (Q5100236) (← links)