Pages that link to "Item:Q2853378"
From MaRDI portal
The following pages link to Portfolio selection problems consistent with given preference orderings (Q2853378):
Displaying 11 items.
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
- The classification of parametric choices under uncertainty: analysis of the portfolio choice problem (Q1611606) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
- Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
- An optimization-diversification approach to portfolio selection (Q2301189) (← links)
- Asymptotic multivariate dominance: a financial application (Q2404182) (← links)
- Joint stochastic orders of high degrees and their applications in portfolio selections (Q2404550) (← links)
- Portfolio selection through an extremality stochastic order (Q2444701) (← links)
- A note on the portfolio selection problem (Q2502406) (← links)
- Portfolio optimization with asset preselection using data envelopment analysis (Q6100687) (← links)