Pages that link to "Item:Q2343105"
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The following pages link to Portfolio optimization for an investor with a benchmark (Q2343105):
Displaying 11 items.
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Optimal portfolio with power utility of absolute and relative wealth (Q2244540) (← links)
- Optimal benchmarking for active portfolio managers (Q2253564) (← links)
- Benchmark-based evaluation of portfolio performance: a characterization (Q2397788) (← links)
- Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)
- Optimal investment with minimum performance constraints (Q5958102) (← links)
- Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Across-time risk-aware strategies for outperforming a benchmark (Q6555163) (← links)