Pages that link to "Item:Q2924711"
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The following pages link to Optimization of dynamic portfolio under model uncertainty (Q2924711):
Displaying 15 items.
- Dynamic portfolio choice under asset price lognormality (Q1202468) (← links)
- Theory of dynamic portfolio for survival under uncertainty (Q1377484) (← links)
- Dynamic corporate investment and liquidity management under model uncertainty (Q1673427) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
- Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method (Q2320916) (← links)
- Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
- Optimal portfolio problem with unknown dependency structure (Q2507949) (← links)
- (Q2933405) (← links)
- Target achieving portfolio under model misspecification: quadratic optimization framework (Q3144059) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4554411) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4957232) (← links)
- OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY (Q5066294) (← links)
- International portfolio optimization based on uncertainty theory (Q5151535) (← links)
- Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens (Q6160409) (← links)