Pages that link to "Item:Q5236140"
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The following pages link to On the multi-dimensional portfolio optimization with stochastic volatility (Q5236140):
Displaying 4 items.
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
- The use of the multi-cumulant tensor analysis for the algorithmic optimisation of investment portfolios (Q1620236) (← links)
- Portfolio Optimization with Stochastic Volatilities: A Backward Approach (Q3094218) (← links)
- (Q3441563) (← links)