Pages that link to "Item:Q354666"
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The following pages link to Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666):
Displaying 10 items.
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Continuous time portfolio selection under conditional capital at risk (Q609731) (← links)
- On the convexity of the portfolio choice set (Q899857) (← links)
- Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)
- On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
- On efficient portfolio selection using convex risk measures (Q1932548) (← links)
- Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures (Q2184073) (← links)
- Maximum Lebesgue extension of monotone convex functions (Q2444467) (← links)
- Optimality conditions in portfolio analysis with general deviation measures (Q2502213) (← links)
- Conic portfolio theory (Q2806366) (← links)