Pages that link to "Item:Q3768643"
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The following pages link to Optimality and robustness of a minimax portfolio (Q3768643):
Displaying 18 items.
- Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
- Risk management strategies via minimax portfolio optimization (Q992622) (← links)
- Robust min-max portfolio strategies for rival forecast and risk scenarios (Q1583147) (← links)
- Optimal portfolio strategy under rolling economic maximum drawdown constraints (Q1719131) (← links)
- Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
- Minimax quadratic optimization and its application to investment planning (Q1778376) (← links)
- Minimax optimization of investment portfolio by quantile criterion (Q2487624) (← links)
- Robust profit opportunities in risky financial portfolios (Q2488227) (← links)
- Robust worst-case optimal investment (Q2516638) (← links)
- The dynamic control of risk in optimised portfolios (Q2704190) (← links)
- (Q2724502) (← links)
- Minimum risk portfolios using MMAR (Q2804710) (← links)
- Portfolio Optimization Under a Minimax Rule (Q3116770) (← links)
- Econometrics of portfolio risk analysis† (Q3335461) (← links)
- A theory of portfolio revision: robustness and truncation problems (Q3339611) (← links)
- Minimax portfolio optimization: empirical numerical study (Q4661229) (← links)
- Entropy and information in portfolio choice (Q4763837) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)