Pages that link to "Item:Q2464235"
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The following pages link to Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235):
Displaying 6 items.
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
- Risk-hedging in real estate markets (Q1044236) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Stochastic programming and the option of doing it differently (Q1958614) (← links)