Pages that link to "Item:Q4555858"
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The following pages link to PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT (Q4555858):
Displaying 14 items.
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- Optimal control of the investment portfolio with respect to the quantile criterion (Q1778993) (← links)
- A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
- Quantile criterion-based control of the securities portfolio with a nonzero ruin probability (Q2393019) (← links)
- Quantile portfolio optimization under risk measure constraints (Q2441473) (← links)
- Minimax optimization of investment portfolio by quantile criterion (Q2487624) (← links)
- A robust consumption model when the intensity of technological progress is ambiguous (Q2690070) (← links)
- Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
- A stochastic target approach for P\&L matching problems (Q2925345) (← links)
- Portfolio Optimization in Fractional and Rough Heston Models (Q5112724) (← links)
- Dual Representation of the Cost of Designing a Portfolio Satisfying Multiple Risk Constraints (Q5241902) (← links)
- Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)
- Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market (Q5704164) (← links)
- Quantile hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint (Q6556762) (← links)
