Pages that link to "Item:Q2252429"
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The following pages link to Mean-variance portfolio selection with correlation risk (Q2252429):
Displaying 19 items.
- On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
- Commodity derivatives pricing with cointegration and stochastic covariances (Q319797) (← links)
- Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113) (← links)
- Portfolio selection based on graphs: does it align with Markowitz-optimal portfolios? (Q1648681) (← links)
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach (Q1662706) (← links)
- Optimal investment for insurers with the extended CIR interest rate model (Q1722131) (← links)
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120) (← links)
- Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (Q2073105) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- Stochastic portfolio selection problem with reliability criteria (Q2314735) (← links)
- Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629) (← links)
- Portfolio optimization with ambiguous correlation and stochastic volatilities (Q2820186) (← links)
- Research on the measure and stripping of correlation risk in incomplete market (Q2990960) (← links)
- Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models (Q4987721) (← links)
- Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
- Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)
- Portfolio selection with exploration of new investment assets (Q6168501) (← links)
