Pages that link to "Item:Q1615957"
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The following pages link to Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach (Q1615957):
Displaying 16 items.
- Multiple partial adjustment of portfolios under rational expectations (Q373825) (← links)
- Probability maximization models for portfolio selection under ambiguity (Q623758) (← links)
- Portfolio selection under independent possibilistic information (Q1582676) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
- Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
- Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach (Q2150771) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method (Q2320916) (← links)
- Portfolio optimization and martingale measures (Q2707151) (← links)
- (Q3015770) (← links)
- International portfolio optimization based on uncertainty theory (Q5151535) (← links)
- Robust generalized Merton-type financial portfolio models with generalized utility (Q6148775) (← links)
- Robust second order cone conditions and duality for multiobjective problems under uncertainty data (Q6203549) (← links)
- Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty (Q6547046) (← links)
