Pages that link to "Item:Q4619492"
From MaRDI portal
The following pages link to A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492):
Displaying 6 items.
- Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
- Portfolio optimization under safety first expected utility with nonlinear probability distortion (Q2143560) (← links)
- Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
- A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations (Q2241085) (← links)
- Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)
