The following pages link to Approximate portfolio analysis (Q1806756):
Displaying 11 items.
- Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
- Quantile approximations in auto-regressive portfolio models (Q629438) (← links)
- Multi-objective stochastic programming for portfolio selection (Q857322) (← links)
- Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
- A new foundation for the mean-variance analysis (Q1827662) (← links)
- Portfolio decision analysis with a generalized balance approach (Q2146968) (← links)
- Decision support models in climate policy (Q2272294) (← links)
- Portfolio analysis with general commission (Q2313807) (← links)
- PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (Q3393982) (← links)
- PORTFOLIO RHO-PRESENTATIVITY (Q5207490) (← links)
- (Q5350358) (← links)