Pages that link to "Item:Q6049405"
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The following pages link to Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405):
Displaying 5 items.
- Comments on ``A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem'' (Q953463) (← links)
- Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
- Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
- Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (Q2216399) (← links)
- Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)