Pages that link to "Item:Q2487624"
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The following pages link to Minimax optimization of investment portfolio by quantile criterion (Q2487624):
Displaying 14 items.
- Control of investment portfolio based on complex quantile risk measures (Q356993) (← links)
- A hybrid algorithm for linearly constrained minimax problems (Q363595) (← links)
- On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization (Q746254) (← links)
- Guaranteeing solutions of the quadratic programming problem with inexactly assigned parameters and their applications in the investment process (Q880621) (← links)
- Fundamentals of the linearization method for quantile analysis with small random parameters (Q1003008) (← links)
- The decomposition method for two-stage stochastic linear programming problems with quantile criterion (Q1642033) (← links)
- Minimax quadratic optimization and its application to investment planning (Q1778376) (← links)
- Optimal control of the investment portfolio with respect to the quantile criterion (Q1778993) (← links)
- Two-stage problem of quantile optimization of an investment project (Q2017553) (← links)
- Quantile portfolio optimization under risk measure constraints (Q2441473) (← links)
- Data-driven portfolio management with quantile constraints (Q2516641) (← links)
- (Q2724502) (← links)
- Discrete approximation in quantile problem of Portfolio selection (Q2752032) (← links)
- Minimal investment risk of a portfolio optimization problem with budget and investment concentration constraints (Q3302958) (← links)