Pages that link to "Item:Q2441473"
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The following pages link to Quantile portfolio optimization under risk measure constraints (Q2441473):
Displaying 20 items.
- Problem of selecting an optimal portfolio with a probabilistic risk function (Q308568) (← links)
- Portfolio optimization under entropic risk management (Q839733) (← links)
- A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals (Q1296022) (← links)
- Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
- Optimal portfolio selection based on expected shortfall under generalized hyperbolic distribution (Q1627671) (← links)
- Optimal control of the investment portfolio with respect to the quantile criterion (Q1778993) (← links)
- Maximizing and minimizing investment concentration with constraints of budget and investment risk (Q2150048) (← links)
- Multistage optimization of option portfolio using higher order coherent risk measures (Q2253640) (← links)
- On the predictive risk in misspecified quantile regression (Q2330755) (← links)
- Quantile criterion-based control of the securities portfolio with a nonzero ruin probability (Q2393019) (← links)
- Minimax optimization of investment portfolio by quantile criterion (Q2487624) (← links)
- Data-driven portfolio management with quantile constraints (Q2516641) (← links)
- Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077) (← links)
- Risk measures in the portfolio optimization problems (Q2850337) (← links)
- PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
- Minimal investment risk of a portfolio optimization problem with budget and investment concentration constraints (Q3302958) (← links)
- Portfolio optimization with two quasiconvex risk measures (Q5100236) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- Dual Representation of the Cost of Designing a Portfolio Satisfying Multiple Risk Constraints (Q5241902) (← links)
- Optimal investment with risk controlled by weighted entropic risk measures (Q6496946) (← links)