Pages that link to "Item:Q2706425"

The following pages link to Markowitz revisited: mean-variance models in financial portfolio analysis (Q2706425):

Displaying 50 items.

• The complexity of equilibria for risk-modeling valuations (Q284585) (← links)
• Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
• A maximum entropy method for a robust portfolio problem (Q296477) (← links)
• Minimization of a function of a quadratic functional with application to optimal portfolio selection (Q306327) (← links)
• Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (Q319614) (← links)
• Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
• Does mean-variance portfolio management deserve expected utility's approximative affirmation? (Q320060) (← links)
• Portfolio optimization with disutility-based risk measure (Q322717) (← links)
• An efficient DC programming approach for portfolio decision with higher moments (Q409263) (← links)
• Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601) (← links)
• Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
• VaR optimal portfolio with transaction costs (Q427038) (← links)
• A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
• Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457) (← links)
• On the tail mean-variance optimal portfolio selection (Q659265) (← links)
• Computing optimal multi-currency mean-variance portfolios (Q673679) (← links)
• Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
• Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584) (← links)
• Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
• Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
• Risk management in uncapacitated facility location models with random demands (Q958433) (← links)
• Robust portfolios: contributions from operations research and finance (Q993719) (← links)
• Continuous-time mean-variance efficiency: the 80\% rule (Q997400) (← links)
• Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
• A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
• Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
• Global optimization of higher order moments in portfolio selection (Q1029685) (← links)
• Models and simulations for portfolio rebalancing (Q1038764) (← links)
• Markowitz's model with Euclidean vector spaces (Q1041996) (← links)
• An estimation model of value-at-risk portfolio under uncertainty (Q1043315) (← links)
• Is mean-variance analysis applicable to hedge funds? (Q1277714) (← links)
• Variance allocation and Shapley value (Q1617328) (← links)
• Risk management strategies for finding universal portfolios (Q1699132) (← links)
• Decomposing risk in an exploitation-exploration problem with endogenous termination time (Q1708513) (← links)
• A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
• Markowitz revisited: social portfolio engineering (Q1751765) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Risk and utility in portfolio optimization (Q1873937) (← links)
• Simplified mean-variance portfolio optimisation (Q1938980) (← links)
• Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
• Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
• Portfolio optimization for wealth-dependent risk preferences (Q1958620) (← links)
• The complexity of \((\mathsf{E}+\mathsf{Var})\)-equilibria, \(\mathsf{ESR}\)-equilibria, and \(\mathsf{SuperE}\)-equilibria for 2-players games with few cost values (Q1998841) (← links)
• Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
• Portfolio optimization by a bivariate functional of the mean and variance (Q2178898) (← links)
• An equivalent mathematical program for games with random constraints (Q2244431) (← links)
• Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
• Robust multiperiod portfolio management in the presence of transaction costs (Q2384579) (← links)
• Bilevel decision via variational inequalities (Q2387358) (← links)
• A closed-form solution of the Black-Litterman model with conditional value at risk (Q2417059) (← links)