Pages that link to "Item:Q2871418"
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The following pages link to Extension of the random matrix theory to the L-moments for robust portfolio selection (Q2871418):
Displaying 4 items.
- Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments (Q2512336) (← links)
- (Q5399846) (← links)
- Efficient portfolios and extreme risks: a Pareto-Dirichlet approach (Q6546994) (← links)
- Robust asset allocation with conditional value at risk using the forward search (Q6576844) (← links)