Pages that link to "Item:Q342374"
From MaRDI portal
The following pages link to Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374):
Displaying 7 items.
- Market risk management in a post-Basel II regulatory environment (Q1752906) (← links)
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
- Non-linear equity portfolio variance reduction under a mean-variance framework -- a delta-gamma approach (Q2450760) (← links)
- A risk index model for uncertain portfolio selection with background risk (Q2668763) (← links)
- Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)
- Evaluation of strategy portfolios (Q6538797) (← links)