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25 ta ish

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

  1. Sarlavhasiz

    Boshqa1 274 iqtibos
    ABI

  2. Sarlavhasiz

    Boshqa6 iqtibos
    ABI

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

    N. C. P. Edirisinghe

    Maqola19964 iqtibos
    ABI

  4. Sarlavhasiz

    Boshqa3 iqtibos
    ABI

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

    Steftcho Dokov, David P. Morton

    Kitob20023 iqtibos
    ABI

  6. A three-moment based portfolio selection model

    Andrea Gamba, Francesco Rossi

    Maqola19983 iqtibos
    ABI

  7. Coherent Measures of Risk

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

    Maqola19993 iqtibos
    ABI

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

    Kin Keung Lai, Lean Yu, Shouyang Wang

    Maqola20063 iqtibos
    ABI

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

    Xiaoxin Wang Beardsley, Brian G. Field, Minqing Xiao

    Maqola20123 iqtibos
    ABI

  10. Sarlavhasiz

    Boshqa3 iqtibos
    ABI

  11. Sarlavhasiz

    Boshqa2 iqtibos
    ABI

  12. Stochastic Two-Stage Programming

    Karl Frauendorfer

    Kitob19922 iqtibos
    ABI

  13. Optimization of conditional value-at-risk

    R. T. Rockafellar, Stan Uryasev

    Maqola20002 iqtibos
    ABI

  14. SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*

    Alan Kraus, Robert H. Litzenberger

    Maqola19762 iqtibos
    ABI

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

    John R. Birge, Roger J.‐B. Wets

    Maqola19872 iqtibos
    ABI

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

    Jitka Dupačová

    Maqola19872 iqtibos
    ABI

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

    Robert F. Dittmar

    Maqola20022 iqtibos
    ABI

  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

    Maqola19772 iqtibos
    ABI

  19. Sarlavhasiz

    Boshqa2 iqtibos
    ABI

  20. Sarlavhasiz

    Boshqa2 iqtibos
    ABI

  21. Sarlavhasiz

    Boshqa2 iqtibos
    ABI

  22. Sarlavhasiz

    Boshqa1 iqtibos
    ABI

  23. Sarlavhasiz

    Boshqa1 iqtibos
    ABI

  24. Sarlavhasiz

    Boshqa1 iqtibos
    ABI

  25. Sarlavhasiz

    Boshqa1 iqtibos
    ABI