Ушбу иш иқтибос қилган ишлар

25 та иш

Иш: Mean-Variance-Skewness-Kurtosis efficiency of portfolios computed via moment-based bounds

1. Сарлавҳасиз

   Бошқа1117 иқтибос

   ABIABI:AkademIndex/openalex/2026.other.000713

2. Сарлавҳасиз

   Бошқа6 иқтибос

   ABIABI:AkademIndex/openalex/2026.other.128742

3. New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming

   N. C. P. Edirisinghe

   Мақола19964 иқтибос

   ABIABI:AkademIndex/openalex/2026.other.503094

4. Сарлавҳасиз

   Бошқа3 иқтибос

   ABIABI:AkademIndex/openalex/2026.other.018135

5. Higher-Order Upper Bounds on the Expectation of a Convex Function

   Steftcho Dokov, David P. Morton

   Китоб20023 иқтибос

   ABIABI:AkademIndex/openalex/2026.other.503084

6. A three-moment based portfolio selection model

   Andrea Gamba, Francesco Rossi

   Мақола19983 иқтибос

   ABIABI:AkademIndex/openalex/2026.other.503086

7. Mean-Variance-Skewness-Kurtosis-based Portfolio Optimization

   Kin Keung Lai, Lean Yu, Shouyang Wang

   Мақола20063 иқтибос

   ABIABI:AkademIndex/openalex/2026.other.503096

8. Mean-Variance-Skewness-Kurtosis Portfolio Optimization with Return and Liquidity

   Xiaoxin Wang Beardsley, Brian G. Field, Minqing Xiao

   Мақола20123 иқтибос

   ABIABI:AkademIndex/openalex/2026.other.503097

9. Сарлавҳасиз

   Бошқа3 иқтибос

   ABIABI:AkademIndex/openalex/2026.other.503103

10. Сарлавҳасиз

    Бошқа2 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.018133

11. Stochastic Two-Stage Programming

    Karl Frauendorfer

    Китоб19922 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503085

12. Optimization of conditional value-at-risk

    R. T. Rockafellar, Stan Uryasev

    Мақола20002 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503088

13. SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*

    Alan Kraus, Robert H. Litzenberger

    Мақола19762 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503089

14. Coherent Measures of Risk

    Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber +1

    Мақола19992 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503090

15. Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem

    John R. Birge, Roger J.‐B. Wets

    Мақола19872 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503091

16. The minimax approach to stochastic programming and an illustrative application

    Jitka Dupačová

    Мақола19872 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503092

17. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

    Robert F. Dittmar

    Мақола20022 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503093

18. Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming

    Chong Huang, William T. Ziemba, Aharon Ben‐Tal

    Мақола19772 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503095

19. Сарлавҳасиз

    Бошқа2 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503099

20. Сарлавҳасиз

    Бошқа2 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503101

21. Сарлавҳасиз

    Бошқа2 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503102

22. Сарлавҳасиз

    Бошқа1 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503087

23. Сарлавҳасиз

    Бошқа1 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503098

24. Сарлавҳасиз

    Бошқа1 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503100

25. Сарлавҳасиз

    Бошқа1 иқтибос

    ABIABI:AkademIndex/openalex/2026.other.503104