Pages that link to "Item:Q3069961"
From MaRDI portal
The following pages link to ON PORTFOLIO CHOICE BY MAXIMIZING THE OUTPERFORMANCE PROBABILITY (Q3069961):
Displaying 6 items.
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- \(K\)-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance? (Q1680705) (← links)
- Portfolio management in the binomial model: conditions for outperforming benchmarks (Q1871761) (← links)
- Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark (Q1966380) (← links)
- On long term investment optimality (Q2318095) (← links)
- Duality between large deviation control and risk-sensitive control for Markov decision processes (Q6161353) (← links)