Pages that link to "Item:Q5071496"
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The following pages link to Mean-Variance Portfolio Selection in Contagious Markets (Q5071496):
Displaying 6 items.
- Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- Portfolio inertia and epsilon-contaminations (Q2270213) (← links)
- (Q3371140) (← links)
- Social contagion and the survival of diverse investment styles (Q6048132) (← links)
- Optimal claim-dependent proportional reinsurance under a self-exciting claim model (Q6582432) (← links)