Pages that link to "Item:Q354666"
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The following pages link to Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666):
Displaying 4 items.
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)
- On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
- Maximum Lebesgue extension of monotone convex functions (Q2444467) (← links)
