Pages that link to "Item:Q5952434"
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The following pages link to Dynamic value at risk under optimal and suboptimal portfolio policies. (Q5952434):
Displaying 11 items.
- A linearized value-at-risk model with transaction costs and short selling (Q320109) (← links)
- Three-objective fuzzy chance-constrained programming model for multiproject and multi-item investment combination (Q1010141) (← links)
- Risk-hedging in real estate markets (Q1044236) (← links)
- Analysis of the conditional stock-return distribution under incomplete specification. (Q1427543) (← links)
- \textit{Ex-ante} real estate value at risk calculation method (Q1615788) (← links)
- MaxVaR with non-Gaussian distributed returns (Q2477676) (← links)
- A difference of convex formulation of value-at-risk constrained optimization (Q3577837) (← links)
- Multistage risk premiums in portfolio optimization (Q4637444) (← links)
- Portfolio choices and VaR constraint with a defaultable asset (Q4683102) (← links)
- A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
- (Q5152677) (← links)