Pages that link to "Item:Q5245025"
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The following pages link to Optimal portfolios under worst-case scenarios (Q5245025):
Displaying 13 items.
- The worst-case discounted regret portfolio optimization problem (Q274372) (← links)
- Rationalizing investors' choices (Q492872) (← links)
- Additive portfolio improvement and utility-efficient payoffs (Q513750) (← links)
- Optimal portfolio strategy under rolling economic maximum drawdown constraints (Q1719131) (← links)
- A new efficiency test for ranking investments: application to hedge fund performance (Q2311175) (← links)
- A new approach for worst-case regret portfolio optimization problem (Q2321628) (← links)
- Worst-case optimal investment with a random number of crashes (Q2453936) (← links)
- Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)
- Robust worst-case optimal investment (Q2516638) (← links)
- Optimal Portfolio Liquidation with Distress Risk (Q3117328) (← links)
- Optimal payoffs under state-dependent preferences (Q4683070) (← links)
- A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome (Q4825512) (← links)
- IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH (Q5745190) (← links)