Pages that link to "Item:Q881418"
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The following pages link to Asymptotic behaviour of mean-quantile efficient portfolios (Q881418):
Displaying 7 items.
- The explicit derivation of the efficient portfolio frontier in the case of degeneracy and general singularity (Q580154) (← links)
- Continuous time portfolio selection under conditional capital at risk (Q609731) (← links)
- A Berry-Esseen theorem for sample quantiles under weak dependence (Q1009481) (← links)
- Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS (Q3100996) (← links)
- Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)