Pages that link to "Item:Q2816955"
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The following pages link to Liquidity risk and instabilities in portfolio optimization (Q2816955):
Displaying 10 items.
- Liquidity risk, price impacts and the replication problem (Q483927) (← links)
- Managing liquidity with portfolio staleness (Q2044821) (← links)
- Optimal hedge fund portfolios under liquidation risk (Q2994854) (← links)
- Replica approach to mean-variance portfolio optimization (Q3302503) (← links)
- Analytic solution to variance optimization with no short positions (Q3302932) (← links)
- Portfolio optimization under Expected Shortfall: contour maps of estimation error (Q4554495) (← links)
- Generalized Pareto processes and fund liquidity risk (Q4554499) (← links)
- The<i>q</i>-dependent detrended cross-correlation analysis of stock market (Q4964480) (← links)
- Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization (Q5006871) (← links)
- Analytic approach to variance optimization under an \(\mathcal{l}_1\) constraint (Q6108639) (← links)