Pages that link to "Item:Q2477611"

The following pages link to Portfolio selection under VaR constraints (Q2477611):

Displaying 18 items.

• Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374) (← links)
• Mean-VaR portfolio selection under real constraints (Q625636) (← links)
• Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation (Q665824) (← links)
• Portfolio optimization: Volatility constraints versus shortfall constraints (Q1283712) (← links)
• Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. (Q1605418) (← links)
• Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
• Flexible shrinkage in portfolio selection (Q2271631) (← links)
• Consistent modeling of risk averse behavior with spectral risk measures (Q2355881) (← links)
• Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
• Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (Q2430628) (← links)
• Intradaily dynamic portfolio selection (Q2445697) (← links)
• Value-at-risk based portfolio optimization (Q2752040) (← links)
• Proper Conditioning for Coherent VaR in Portfolio Management (Q3116094) (← links)
• (Q3386312) (← links)
• Optimal Dynamic Trading Strategies with Risk Limits (Q3392176) (← links)
• On peculiarities of\nobreakspace {}CoVaR-based portfolio\nobreakspace {}selection (Q4614225) (← links)
• Portfolio choices and VaR constraint with a defaultable asset (Q4683102) (← links)
• Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)