Pages that link to "Item:Q1611606"
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The following pages link to The classification of parametric choices under uncertainty: analysis of the portfolio choice problem (Q1611606):
Displaying 9 items.
- On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
- A stochastic model for mortality rate on italian data (Q639215) (← links)
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- A note on the portfolio selection problem (Q2502406) (← links)
- Portfolio selection problems consistent with given preference orderings (Q2853378) (← links)
- DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY (Q3520392) (← links)
- Flexible distribution functions, higher-order preferences and optimal portfolio allocation (Q5234321) (← links)
- THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853) (← links)