Pages that link to "Item:Q5023453"
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The following pages link to Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models (Q5023453):
Displaying 4 items.
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
- Mean-variance-CVaR model of multiportfolio optimization via linear weighted sum method (Q1717666) (← links)
- Non-linear equity portfolio variance reduction under a mean-variance framework -- a delta-gamma approach (Q2450760) (← links)
- (Q3381572) (← links)