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23 та иш

Иш: Efficient portfolios computed with moment-based bounds

  1. Сарлавҳасиз

    Бошқа6 иқтибос
    ABI

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

    N. C. P. Edirisinghe

    Мақола19964 иқтибос
    ABI

  3. Mean-Variance-Skewness-Kurtosis efficiency of portfolios computed via moment-based bounds

    Steftcho Dokov, David P. Morton, Ivilina Popova

    МақолаRisk and Portfolio Optimization20173 иқтибос
    ABI

  4. Сарлавҳасиз

    Бошқа3 иқтибос
    ABI

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

    Steftcho Dokov, David P. Morton

    Китоб20023 иқтибос
    ABI

  6. A three-moment based portfolio selection model

    Andrea Gamba, Francesco Rossi

    Мақола19983 иқтибос
    ABI

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

    Kin Keung Lai, Lean Yu, Shouyang Wang

    Мақола20063 иқтибос
    ABI

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

    Xiaoxin Wang Beardsley, Brian G. Field, Minqing Xiao

    Мақола20123 иқтибос
    ABI

  9. Сарлавҳасиз

    Бошқа3 иқтибос
    ABI

  10. Stochastic Two-Stage Programming

    Karl Frauendorfer

    Китоб19922 иқтибос
    ABI

  11. Optimization of conditional value-at-risk

    R. T. Rockafellar, Stan Uryasev

    Мақола20002 иқтибос
    ABI

  12. SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*

    Alan Kraus, Robert H. Litzenberger

    Мақола19762 иқтибос
    ABI

  13. Coherent Measures of Risk

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

    Мақола19992 иқтибос
    ABI

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

    John R. Birge, Roger J.‐B. Wets

    Мақола19872 иқтибос
    ABI

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

    Jitka Dupačová

    Мақола19872 иқтибос
    ABI

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

    Robert F. Dittmar

    Мақола20022 иқтибос
    ABI

  17. 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
    ABI

  18. Сарлавҳасиз

    Бошқа2 иқтибос
    ABI

  19. Сарлавҳасиз

    Бошқа2 иқтибос
    ABI

  20. Сарлавҳасиз

    Бошқа1 иқтибос
    ABI

  21. Сарлавҳасиз

    Бошқа1 иқтибос
    ABI

  22. Сарлавҳасиз

    Бошқа1 иқтибос
    ABI

  23. Сарлавҳасиз

    Бошқа1 иқтибос
    ABI