Pages that link to "Item:Q992622"
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The following pages link to Risk management strategies via minimax portfolio optimization (Q992622):
Displaying 18 items.
- A generalized neural network for solving a class of minimax optimization problems with linear constraints (Q433302) (← links)
- Portfolio optimization with \(pw\)-robustness (Q668953) (← links)
- Risk minimization through portfolio replication (Q978811) (← links)
- Robust optimal decisions with imprecise forecasts (Q1019992) (← links)
- Utilizing risk minimization for portfolio management (Q1197075) (← links)
- Risk minimization in multi-factor portfolios: what is the best strategy? (Q1621911) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- Risk management strategies for finding universal portfolios (Q1699132) (← links)
- A new portfolio selection model with interval-typed random variables and the empirical analysis (Q1797766) (← links)
- Optimal strategies for government securities portfolio management taking into account propensity to risk (Q1951891) (← links)
- Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
- Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints (Q2168097) (← 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)
- Portfolio optimization using a new probabilistic risk measure (Q2351284) (← links)
- Optimality and robustness of a minimax portfolio (Q3768643) (← links)
- Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
- BENCHMARKED RISK MINIMIZATION (Q5739193) (← links)
- Portfolio selection based on extended Gini shortfall risk measures (Q6139263) (← links)
