Pages that link to "Item:Q2574063"
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The following pages link to On extending the LP computable risk measures to account downside risk (Q2574063):
Displaying 11 items.
- Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
- On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275) (← links)
- Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← links)
- Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
- Dynamic portfolio optimization with risk control for absolute deviation model (Q1037655) (← links)
- Portfolio optimization under lower partial risk measures (Q1425572) (← links)
- Balanced flows for transshipment problems (Q2235277) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
- Robust Decisions under Risk for Imprecise Probabilities (Q4558801) (← links)
- Tail mean and related robust solution concepts (Q5172535) (← links)