Pages that link to "Item:Q308418"
From MaRDI portal
The following pages link to Scenario aggregation method for portfolio expectile optimization (Q308418):
Displaying 7 items.
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Scenario-based portfolio model for building robust and proactive strategies (Q1754078) (← links)
- Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293) (← links)
- Risk parity with expectiles (Q2030685) (← links)
- Mean-expectile portfolio selection (Q2041013) (← links)
- Scenario optimization asset and liability modelling for individual investors (Q2480245) (← links)
- Penalized enhanced portfolio replication with asymmetric deviation measures (Q6596967) (← links)