Ushbu ish iqtibos qilgan ishlar

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Ish: Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB

1. Sarlavhasiz

   Boshqa6 iqtibos

   ABIABI:AkademIndex/2026.other.128742

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

   N. C. P. Edirisinghe

   Maqola19964 iqtibos

   ABIABI:AkademIndex/2026.other.503094

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

   Steftcho Dokov, David P. Morton, Ivilina Popova

   MaqolaRisk and Portfolio Optimization20173 iqtibos

   ABIABI:AkademIndex/2017.article.000231

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

   Steftcho Dokov, David P. Morton

   Kitob20023 iqtibos

   ABIABI:AkademIndex/2026.other.503084

5. A three-moment based portfolio selection model

   Andrea Gamba, Francesco Rossi

   Maqola19983 iqtibos

   ABIABI:AkademIndex/2026.other.503086

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

   Kin Keung Lai, Lean Yu, Shouyang Wang

   Maqola20063 iqtibos

   ABIABI:AkademIndex/2026.other.503096

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

   Xiaoxin Wang Beardsley, Brian G. Field, Minqing Xiao

   Maqola20123 iqtibos

   ABIABI:AkademIndex/2026.other.503097

8. Sarlavhasiz

   Boshqa3 iqtibos

   ABIABI:AkademIndex/2026.other.503103

9. Sarlavhasiz

   Boshqa2 iqtibos

   ABIABI:AkademIndex/2026.other.503101

10. U.S. Equity Mean-Reversion Examined

    Jim Kyung-Soo Liew, Ryan Roberts

    Maqola20132 iqtibos

    ABIABI:AkademIndex/2026.other.629051

11. Sur les fonctions convexes et les inégalités entre les valeurs moyennes

    J. L. W. V. Jensen

    Maqola19062 iqtibos

    ABIABI:AkademIndex/2026.other.629053

12. Second-Order Lower Bounds on the Expectation of a Convex Function

    Steftcho Dokov, David P. Morton

    Maqola20052 iqtibos

    ABIABI:AkademIndex/2026.other.629054

13. Bounds on the Expectation of a Convex Function of a Multivariate Random Variable

    Albert Madansky

    Maqola19592 iqtibos

    ABIABI:AkademIndex/2026.other.629055

14. Profitable mean reversion after large price drops: A story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices

    Christian L. Dunis, Jason Laws, Jozef Rudy

    Maqola20112 iqtibos

    ABIABI:AkademIndex/2026.other.629057

15. BOUNDS ON THE EXPECTATION OF A CONVEX FUNCTION OF A RANDOM VARIABLE

    H. P. Edmundson

    Maqola19572 iqtibos

    ABIABI:AkademIndex/2026.other.629058

16. Sarlavhasiz

    Boshqa1 iqtibos

    ABIABI:AkademIndex/2026.other.629050

17. Sarlavhasiz

    Boshqa1 iqtibos

    ABIABI:AkademIndex/2026.other.629052

18. Sarlavhasiz

    Boshqa1 iqtibos

    ABIABI:AkademIndex/2026.other.629056