Pages that link to "Item:Q857954"
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The following pages link to Optimal portfolio strategies benchmarking the stock market (Q857954):
Displaying 10 items.
- Optimal portfolio selection and dynamic benchmark tracking (Q704069) (← links)
- Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation (Q951341) (← links)
- Portfolio optimization: Volatility constraints versus shortfall constraints (Q1283712) (← links)
- Behavioral stock portfolio optimization considering holding periods of B-stocks with short-selling (Q2329731) (← links)
- Optimal investment with deferred capital gains taxes (Q2379189) (← links)
- Integrated portfolio management with options (Q2464233) (← links)
- Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)
- Dynamic utility maximization with bounded shortfall risks (Q3177092) (← links)
- Utility Maximization Under Bounded Expected Loss (Q3396371) (← links)
- Optimal portfolio policies under bounded expected loss and partial information (Q5962146) (← links)