Ushbu ishga iqtibos qilgan ishlar

2 ta ish

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

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

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   MaqolaRisk and Portfolio Optimization20173 iqtibos

   ABIABI:AkademIndex/openalex/2017.article.000231

2. Efficient portfolios computed with moment-based bounds

   David P. Morton, Steftcho Dokov, Ivilina Popova

   MaqolaRisk and Portfolio OptimizationFinance research letters20220 iqtibos

   ABIABI:AkademIndex/openalex/2022.article.008519