Ushbu ish iqtibos qilgan ishlar

23 ta ish

Ish: Efficient portfolios computed with moment-based bounds

1. Sarlavhasiz

   Boshqa6 iqtibos

   ABIABI:AkademIndex/openalex/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/openalex/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/openalex/2017.article.000231

4. Sarlavhasiz

   Boshqa3 iqtibos

   ABIABI:AkademIndex/openalex/2026.other.018135

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

   Steftcho Dokov, David P. Morton

   Kitob20023 iqtibos

   ABIABI:AkademIndex/openalex/2026.other.503084

6. A three-moment based portfolio selection model

   Andrea Gamba, Francesco Rossi

   Maqola19983 iqtibos

   ABIABI:AkademIndex/openalex/2026.other.503086

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

   Kin Keung Lai, Lean Yu, Shouyang Wang

   Maqola20063 iqtibos

   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

   Maqola20123 iqtibos

   ABIABI:AkademIndex/openalex/2026.other.503097

9. Sarlavhasiz

   Boshqa3 iqtibos

   ABIABI:AkademIndex/openalex/2026.other.503103

10. Stochastic Two-Stage Programming

    Karl Frauendorfer

    Kitob19922 iqtibos

    ABIABI:AkademIndex/openalex/2026.other.503085

11. Optimization of conditional value-at-risk

    R. T. Rockafellar, Stan Uryasev

    Maqola20002 iqtibos

    ABIABI:AkademIndex/openalex/2026.other.503088

12. SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*

    Alan Kraus, Robert H. Litzenberger

    Maqola19762 iqtibos

    ABIABI:AkademIndex/openalex/2026.other.503089

13. Coherent Measures of Risk

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

    Maqola19992 iqtibos

    ABIABI:AkademIndex/openalex/2026.other.503090

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

    John R. Birge, Roger J.‐B. Wets

    Maqola19872 iqtibos

    ABIABI:AkademIndex/openalex/2026.other.503091

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

    Jitka Dupačová

    Maqola19872 iqtibos

    ABIABI:AkademIndex/openalex/2026.other.503092

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

    Robert F. Dittmar

    Maqola20022 iqtibos

    ABIABI:AkademIndex/openalex/2026.other.503093

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

    Maqola19772 iqtibos

    ABIABI:AkademIndex/openalex/2026.other.503095

18. Sarlavhasiz

    Boshqa2 iqtibos

    ABIABI:AkademIndex/openalex/2026.other.503099

19. Sarlavhasiz

    Boshqa2 iqtibos

    ABIABI:AkademIndex/openalex/2026.other.503102

20. Sarlavhasiz

    Boshqa1 iqtibos

    ABIABI:AkademIndex/openalex/2026.other.699190

21. Sarlavhasiz

    Boshqa1 iqtibos

    ABIABI:AkademIndex/openalex/2026.other.699191

22. Sarlavhasiz

    Boshqa1 iqtibos

    ABIABI:AkademIndex/openalex/2026.other.699192

23. Sarlavhasiz

    Boshqa1 iqtibos

    ABIABI:AkademIndex/openalex/2026.other.699193